Concerns regarding unfairness and discrimination in the context of artificial intelligence (AI) systems have recently received increased attention from both legal and computer science scholars. Yet, the degree of overlap between notions of algorithmic bias and fairness on the one hand, and legal notions of discrimination and equality on the other, is often unclear, leading to misunderstandings between computer science and law. In this paper, we aim to illustrate to what extent European Union (EU) non-discrimination law coincides with notions of algorithmic fairness proposed in computer science literature and where they differ. Ultimately, we show that metaphors depicting the law as a decision tree are misguiding. We suggest moving away from asking what should be equal, and towards asking why a particular distribution of burdens and benefits is right in a given context.