This is a good analogy. By making the marijuana illegal, you also implicitly widen search powers. You can’t arrest someone you think smells like weed if weed is legal. (Or answer a neighbor’s complaint that they suspect they’re growing weed.)
Same idea. If you say you aren’t storing personal data and I say you are, someone’s got the authority to check. Those checks and confirmations cost time and money. With a complain-investigate set-up like GDPR (and American securities law), the burden is on the respondent.