The Romans had slave hunters, as did Southerners in the United States. Most slaves were either branded, or forced to wear some sort of identification marking them as slaves. Any slave owning society sets up ways to discourage or punish those who try to escape. You also had issues of geography(most people had very little grasp of the real distances or directions involved in getting back "home".) Other slaves were born into slavery, and had no such home to go to. Without money, perhaps not knowing the languages of the places to travel through…the obstacles were severe.
Add to that that only trusted slaves would have been given the level of freedom you mention. Most slaves were kept much more confined. Even in a large household, only 2 or 3 slaves might have permission to go out of the house, and then they would carry documentation. Such slaves also tended to get better treatment, and even the possibility of freedom. For them, the risks were far too much to take, when a safer path existed.
Think too, what would they go back to? Caesar destroyed or enslaved entire tribes of Gauls. Should some of them escape, what would they go back to? The Romans ruling their land, or their enemy tribes taking over their holdings.
Rome was plagued by revolts, especially on Sicily. But the ruthless measures used to put down those revolts was a warning to other slaves, and triggered new measures to prevent the next revolt.