Why is there a 2000 baht fee to exit Thailand at Wang Prachan border post and return the same day?

There is no fee to exit Thailand. And there is no “service fee” to make a smooth run. What does occasionally exist is outright corruption, extortion, and misuse of power by little despots in uniforms. One of the more ugly sides of Thailand (and even worse so in some neighboring countries). It is not like that (immigration) officers “can do whatever they want”. Unfortunately the means to stand your ground and to refuse and appeal are limited, lengthy and complicated. It seems that Thailand doesn’t really take the fight against corruption even remotely serious enough, or they would enable people to report and defend themselves against such unlawful actions. Nothing in the law (immigration act) states that one has to stay in a third country at least one night before returning - made up on the go as other things, too. But it is what it is for now. So, if you want to avoid friction, just extend a border bounce to a short trip abroad, enjoy a night or two abroad with those 2,000 THB instead.