Yep, Godaddy is horrible. I use them for a few domains, but standard .com/.net/.org I now use namesilo which is much better. Free privacy and you're not going to get a call by some Godaddy buffoon trying an upsell every 6 months.
I wouldn't be surprised if Godaddy didn't decide to make a policy to not transfer private domains just so people couldn't maintain their anonymity and leave Godaddy. Just as a way to forcing people to stay with them. They really are that horrible.