Just imagine: you want to get a tourist visa for, say, Turkey. In order to get it, you need to have local people declare officially they will guarantee to pay for all expenses the Turkish state may have to make because of you. In addition, you need to submit statements of employment, pay slips and so on, so they'll know you are relatively wealthy. After all, they're afraid of parasitic Westerners who overstay their visas and work illegally as bartenders or babysitters. You accept grudgingly, as you know it's the only way to get there. You spend a lot of money on a visit to the Turkish consulate (located 1000 km away - you live in a big country), as they require you to apply in person. You are treated quite impolitely, but thank God, you qualify and you get your visa.
After two weeks, you get your passport back, with the desired Turkish visa. You feel happy and relieved. Then you notice a stamp on the page next to the page with the visa. 'After returning from your trip, you are required to report in person at the Turkish consulate,' it says. Apparently, they are still afraid that you won't return. You realise that, if you don't report in person after your trip, you won't be able to get any other tourist visa in the future. So you will have to make one more expensive trip after you have returned, just to prove that you are really trustworthy, and didn't stay illegally to work as a bartender in Trabzon or Diyarbakır.
Does that sound ridiculous? Of course it does. If you want to go to Turkey, all you have to do is get on a plane, pay 10 Euros on arrival, and you'll get a visa for three months, multiple entries allowed. You are used to being able to travel anywhere in the world without too much trouble, and you consider it self-evident. Your European or American passport is a key, made of gold, which opens many doors that remain closed to those who have other passports - but you don't usually give it much thought. You have the right to go wherever you want, you believe, and whenever you have a hard time getting a visa you get angry and complain.
But alas, the situation described above is not as fictional as it seems. This is the common procedure for anyone from a 'developing' country who wants to visit Europe, even if that visit only lasts a month. A Schengen visa is a valuable commodity, desired by many, obtained by few. The same applies to UK and US visas. Thus, applicants have to go through a tiresome bureaucratic procedure, and spend serious amounts of money on multiple visits to embassies or consulates - even if they just want to visit their boyfriend's family, or climb the Eiffel Tower.
The freedom to travel wherever you want is not universal. Only the richest 20% of the world's population have this opportunity. Most of them consider that perfectly normal. They hardly ever realise that the vast majority of the population of the countries they visit on their holidays will never be allowed entry to any of the 'rich' countries. The doors to Europe and the US are firmly closed to those who don't have money and/or family abroad - and even those who do will have to accept humiliation.
'Please report in person after return'. My God. As if you're an ex-criminal on parole.