Democrats may support some policies that lead to big government, however they don't support big government as inherently good, but merely as a unavoidable side effect to other important policies. Republicans, on the other hand, frequently argue that small government is worthwhile for it's own sake.
Pricing discrimination is controversial because it shifts most of the surplus away from consumers. A lot of people come out of econ 101 thinking any more efficient solution is inherently better, but efficiency is only one factor to consider.