If I'm transferring €10k to someone I don't want it to be anonymous. I want to know who got my money so I can go after them if it turns out to be fraudulent.

It's free in most EU countries. I've never paid for a bank transfer. The third party doing the transaction gives me some protection that I wouldn't otherwise have.

Can't argue against the anonymous part of it but when the transaction is between me, the seller and the bank, I'm not sure why it would need to be anonymous.

bank transfers are usually free in europe

unless you print the money at home, it always gonna involve three parties.

I believe that by anonymous you meant secret.

It's not anonymous, the person who sold the item already learned a lot of things about you and you about the buyer, including your faces and what was the transaction about, which is often more than enough to identify people.

What difference does it makes if the bank knows about the transaction?

And why you wanna hide it from the bank?

There's probably a good reason, but it raises more questions than it's worth, so the reason must be veeeeeery good.