I think you are confusing anonymity with something else. Bitcoin is entirely anonymous, but all transactions are public. You can create as many wallets and keys as you want, and you don't have to tell anyone you own them.
This only allows you to stay anonymous if you can get your money out of bitcoin anonymously. Whether by buying dollars/yen/whatever on an exchange or purchasing goods and services.
And it's damn hard to buy a yacht anonymously regardless of the unit of account the transaction is done with.
You can get bitcoin anonymously by mining. The weakness is in trading, even then, there are anonymous goods such as digital goods, and probably ways to perform anonymous escrow when trading real goods.
In practice, people don't care, because they aren't doing anything illegal.