> I can't think of a single way where this hurts the consumer
You already listed it, and without even thinking about it described why it's such a serious problem:
> I can't just play the video on any device (although it's hard nowadays to find a device that doesn't have Netflix playback)
Suppose that I want a device I can verify. The reasons for this have nothing to do with movies. I just want to know that the device I'm using for my business doesn't have a backdoor put there e.g. by the Chinese government or any other government or corporation when it was manufactured. I want to know nobody has access to my trade secrets, so I want to be able to verify the device myself, or be secure in the knowledge that someone I trust has verified it and that anyone can who wants to.
This should have nothing to do with movies. I don't care whether or not anybody else wants to watch Batman on their iPad, I just want to look at all the bits I paid for and be able to change them as I please.
But if somebody releases a device I can verify, that device would be incompatible with DRM, because DRM can't withstand transparency. And devices have network effects. Hence why "it's hard nowadays to find a device that doesn't have Netflix playback" -- because having Netflix creates more sales for a device than being approved by neckbeards, so the manufacturers all respond to the market. Anyone who tolerates DRM is making everyone less secure.
And it's even worse than that, because it's not just that you can't verify a device with DRM. You also can't make a device with DRM. If you don't know what's in the black box then you can't reproduce it. The only way a system gets DRM is if Netflix et al will do the work, which they don't do for anything without enough existing market share. And how is a system supposed to get any market share if it can't display any content? This is why Microsoft likes DRM. It destroys the ability of newcomers to enter the market. That's the real consumer harm. Can you imagine what the landscape would have looked like if Microsoft had "provided" DRM for images and web pages in the 90s? No Firefox and no iPhone.