Russell is speaking of *Individual Liberty and Public Control*.

Thus, "thought and its expression" refers to [freedom of speech](https://en.wikipedia.org/wiki/Freedom_of_speech).

"Statements of fact" has a similar meaning; we can relate it to scientific research :

>vested interests are the principal source of anger against novelties in thought. If this were the case, intellectual progress would be much more rapid than it is.

>The instinct of conventionality, horror of uncertainty, and vested interests, all militate against the acceptance of a new idea. And it is even harder to think of a new idea than to get it accepted; most people might spend a lifetime in reflection without ever making a genuinely original discovery.

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Considering the fact that the book was written in 1917, we can appreciate a quasi profetic aspect of Russell's statment : [totalitarian states](https://en.wikipedia.org/wiki/Totalitarianism), like e.g. Nazi Germany and Stalin's Soviet Union, made impressive and unprecedented usage of propaganda as a tool to manage power, to the point of denying "matters of fact" and produce false "historical records".

See an example from [Joseph Goebbels](https://en.wikipedia.org/wiki/Joseph_Goebbels)'s [speech to representatives of the press, 15 March 1933](https://books.google.it/books?id=BsE4E2oYbpcC&pg=PA172):

>"There
is nothing on earth that is not tendentious. Things that are not tendentious
are sexless and therefore worthless. Everything is tendentious, whether
overtly or covertly. I already believe that it is better if we admit to an overt
rather than a covert tendentiousness. 

>*In addition, there is no such thing as absolute objectivity* [*emphasis added*]."


See also [Alternative facts](https://en.wikipedia.org/wiki/Alternative_facts).