You can't compare buying a coke (a few cents) with buying Vue (a few hundred dollars). The analogy is not correct.
Normally, the bigger the investment, the bigger the 'paperwork'. For example, the process to buy a car is more complex than to buy Vue. The process of buying a house is more complex than of buying a car. The process of buying a company is more complex than buying a house. Etc, etc. As the complexity increases, the amount of personal data that you have to provide also increases. That's natural, there's no point in fighting it.

Anyway, the only personal data you have to give to e-on to activate Vue is your name and email address (which you can even give fake ones). I would say that is more than reasonable. E-on will know less about you than, say, Google, who has in archive all your searches of the last 18 months. I think you should get things in perspective... ;-)

Furthermore, e-on's site is only necessary for the initial activation (1 or 2 minutes). You can go offline for the rest of your life and Vue will continue working without any problem (my Vue computer is also normally offline, for performance reasons).

Regarding the apparent inconsistency of giving something for free and then having to register it... that's not an inconsistency, it's also natural. If you use a free software, you are a potential customer for the payed versions. It's only natural that they want to know who you are. It's a very low price to pay for such nice software, I would say.