Businesses want and will pay for management-engine features. It's more profitable to have them, therefore it is more expensive (in an opportunity cost sense)
not to have them, even if you personally do not want them.
You're right that it is all about economies of scale. Economies of scale say that it doesn't make sense to tape out a whole separate die just for non-business consumers. They just don't sell that many units that it's worth it. It's cheaper to make one die for everyone and then sell one die with AMT turned off, even if it involves wasting a small amount of silicon for each chip produced.
Incidentally, this is why (apart from a few noxious exceptions like ECC) consumers are generally the beneficiaries of market segmentation. Businesses will pay a lot more, locking these features behind higher-priced models lets the consumer models be cheaper. Without market segmentation, the outcome isn't that you get a Xeon at the price of a Pentium, it's that you get a Xeon at the cost of a Xeon.