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They do not have to, but they risk being slashed if they add transactions that are not “correct” as per the network.

The link I provided shows this coercion via OFAC compliance.

No, your link shows that a majority of validators will not include certain transactions in a block. While problematic in itself, there is nothing around slashing other validators who do so, on their allotted blocks.

Technically you can still obtain 32 ETH on the market, permissionlessly set up your own beacon-, validator- and execution clients and wait until it's your go to send out txes.

Ok, I assumed a validator providing blocks with unexpected transactions would trigger a penalty - guess not.

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