FreeLancing is obviously not haram. You provide a service based on a pay. It is perfectly legal agreement. There is is nothing wrong about it.
As for the question, you do not pay taxes on it. This is relatively a new issues and still needs to be addressed by different nations. If a company is US based and you work for them from US, you will be required to provide your tax-id etc so you would not be under the hood. That case is really clear. It is not haram at all. But a freelancer from a different country does not fall in that category. The freelancer agency cannot trace taxes on every user in every country. It would be just too hectic and I believe there are no laws which govern such cases. In that case you probably want to show your income from your freelancing when you begin to file taxes.
A better option would be that you talk to government official and ask them how can you help charging taxes from freelancing (as in your case) . Or ask them if your income from freelancing is subject to taxes? That way the problem will be solved in an official way and you do not have to feel guilty about it.
Also if you fix this for your self and for others, it will be great service for your country!