A quick look at the charter of many of these groups shows this is a branch of Libertarianism; the goal is to split away from an overly large and intrusive government and resize institutions to match the scale of local issues and concerns.
This is only a small step removed from the concept of "micronations" (i.e. claiming or creating a country from scratch, usually on an island or platform outside of claimed territorial waters), and somewhat more ambitious than working within the confines of the political system with a Libertarian political party (or more practically, joining and working with a Conservative/Republican organization, depending on what country you are in).
Of course, lots of people would like a pony too........