Given a choice how many of the animals would opt to stay at the zoo?
I think the animal trainer in Fast, Cheap & Out of Control said it best: for animals in cages, provided the appropriate amount of space, exercise, food, and psychological comfort, the cage isn’t a cage; the outside world is the cage.
In other words, if we’re discussing most zoos and most animals, the answer is clear: animals prefer highly predictable environments where their resource needs are met and predators are scarce or non-existent to an environment, like the “free” wild, where they are likely to meet an early and painful end.
For animals (and this is true for humans, too, something the US is learning in Iraq), abstract freedom or freedom of open action is less important than freedom from pain, want, the unknown, or suffering*. Those are the real freedoms; in the cage, they have those; in the wild, they aren’t free at all.
(Now, some animals are hard to provide for in a zoo; if their instinct is not to settle but to roam, or if migratory patterns are key to their habits, then confinement can be problematic. Are you one of these animals?).
*When Patrick Henry said “Give me liberty or give me death,” he was expressing an unusually pitched sentiment; I bet most in Baghdad would say, “Give me liberty, great, but before that: consistent electricity, a stable economy with jobs, reliable security and an end to violence (whatever the political means necessary), and better traffic.”