Internet exchange points are places where networks come together to exchange traffic from different sources. In an open, global Internet, networks are free to interconnect with other networks across geopolitical borders. This is why you can easily use services that are based in countries other than the one you live in.
A national gateway uses these exchanges as digital checkpoints, where a government can block, throttle, or filter that traffic. If traffic has to run through government mandated gateways, the free flow of information can become difficult, or even impossible, affecting the user experience and undermining the network itself.