A robust and aggressive consumer protections bureau is a handy way for me to feel secure while doing basic economic operations, without having to handle a ton of one-off research on my own. For example I'm strongly in favor of medical licensure, it seems nuts to me to say like "if an adult consented to a surgery who's the state to quibble over whether the surgical tools were properly sterilized". Similarly gambling licenses seem like a reasonable regulation to ensure honest behavior in an industry with many avenues for corruption and double-dealing (or at least provide legal avenues for recompense in cases where the house deviates from the guidelines required by their licensure).