I don't see how belief in capital punishment could be compatible with that notion.

Ostensibly, we do have laws because we are protecting a compelling social interest, no? That's why we have laws against recreational drug use and prostitution (though I oppose both kinds of laws, and have seen you on record as opposing the former). There's no way to even explain why such laws exist without the presumption that criminal law is not solely defined in terms of victims (or the expressed wishes thereof). What about speed limits? Why give a speeding ticket to someone who hasn't actually hurt anyone?

I'm not sure that's how it should be, but that's clearly the way it has been.