There a ton of things you can't ask as payment for your services. It may be physical (let's say body parts), or conceptual (let's say the user freedom of speech). Those things can't be enforced by any contract, however you want to write them, and even if you somehow got someone to sign on it, it would still be void.
In the EU, we deemed suitable to add "privacy" to the list of things you can't legally ask a payment for when providing a service in the form of a website.
That's it. Maybe that's shocking for you, but it's not for me, it's not for the people I voted for, and apparently it's not for quite a number of people and so, it passed.
If you don't like how the law works, well, don't live in the EU ? You can find a lot of countries where this is isn't a consideration, and that may suit you better. Otherwise, well, you've been pwned by democracy. Tough luck !
(I won't begin to adress your comparison with the baker, because, well, I can't begin to make sense of it.)