In economics, the difference between the maximum a consumer is willing to pay for a certain good and the the actual price charged is called "consumer surplus". For example, if I buy an apple for $0.50 but the maximum I would have payed is $1.25, I enjoy $0.75 of consumer surplus.
Essentially what you are proposing is that consumer surplus should always optimally be zero. That in a perfect world, every producer would charge each consumer exactly their maximum willingness to pay for each good.
But just as there is consumer surplus, there is producer surplus. Producer surplus is the difference between the minimum price they would be willing to sell a good for and the actual price they sell that good for. So, as an apple producer, if the lowest price I could profitably sell an apple for is $0.10 but I actually sell if for $0.50, I enjoy $0.40 of consumer surplus.
In traditional free-market models, at an equilibrium price there is a mixture of consumer and producer surplus. Consumers buy things for a bit less than their maximum willingness to pay, and producers sell things for a bit more than their rock-bottom just-marginally-profitable price.
In your model of perfect price discrimination, there is a huge shift in surplus from consumers to producers. Yes, it's efficient in terms of allocation. But there's a huge loss in utility for consumers.