This chapter argues that current EU consumer law, formally committed to transparency and information duties, offers only the illusion of protection in digital markets. Consumers appear informed, but are structurally vulnerable to manipulative design choices, personalisation architectures, and data-driven information asymmetries. Transparency is ineffective when reduced to formal disclosures that fail to enable real understanding or control. To move beyond this illusion, we propose a shift towards structural protection: a regulatory approach that addresses harm at its source, rather than relying solely on individual consumer agency. We identify two complementary ex ante instruments as essential: information duties and transparency requirements redesigned for effectiveness through form-based delivery, and per se prohibitions that categorically ban particularly harmful commercial practices. Although both tools already exist in EU law, they remain underdeveloped for the digital context. The chapter calls for amendments to the principles of transparency and fairness by rethinking their implementation and enforcement. Only through such preventive and systemic design can EU consumer law respond to the realities of algorithmically shaped markets and restore its protective function in the digital age.