GoDaddy forces you to disable privacy protection to transfer domains off of them. One more truly villainous practice designed to force people to stay. Eventually I became so dissatisfied with GoDaddy that I took the risk and transferred my really old domains off of them anyway. I got lucky and scum websites like domainstools didn't manage to archive my name and address to sell to online stalkers in time, but it's a risk you'd have to take.