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The rules and laws of the world are often draconian and insane, and the punishments levied on those caught is almost always horrifyingly disproportionate. Right now, literally everyone is breaking some idiotic law that protects nobody, and could have their life turned upside-down if not ruined because of it. Think a loving parent who spanks a child once and then loses custody because of a CPS investigation, or of the millions of people who pirate music but that one lady who got sued by the RIAA for millions of dollars.
Without privacy, which is the basis of anonymity, these laws will come down on you. The police state will always watch you. Accidentally lose focus for a second while driving and exceed the posted speed limit? You get a ticket. Every minor infraction you make day-to-day will be used against you in service of the rich and powerful.
Which is, of course, the other cornerstone of anonymity. Total equality. It doesn't matter who the fuck you are if you post anonymously. You could be a world leader, a billionaire, or a homeless pauper siphoning Starbucks wi-fi on a laptop dug from the garbage. Doesn't matter. Without a name or a face, one can only be judged and valued based on what they say or do. It's the ONLY POWER afforded those, like us, who weren't born into it.