Because the Ferengi homeworld isn't an anarchy. They have a strong government, it just also happens to be the largest private corporation on the planet. It's why the Grand Nagus has to be the most brilliant financial mind on the planet, because he will have to deal with these businesses in a way that will make them mutually profitable, without tipping the scales too far to one side.
As for their culture and women, the Ferengi are extremely misogynistic. Even in a culture of profit, they repress the women. We do the same thing. Here in the U.S., women make less pay than men. Why would they do that? Our culture still places men as being more "important" on the hierarchy scale when it comes to business. It's stupid, it loses money, but there you go.
So to me, the FCA makes sense. They exist to enforce survival of the fittest, and to keep all the the ducks in a row. Even in a Randian paradise, there will be some regulation, and it would likely come by the biggest boy on the block, and that's whoever is going to wield the most power and influence, and outside the government, that's the FCA.
Edit: Also, I agree with MLB
. There are some laws that the Ferengi live by, like the Rules of Acquisition, which seem to be quite sacred.