We cannot have complete knowledge of the state of a gas. We cannot even have complete knowledge of the state of a single particle because the positions and velocities of classical particles are real numbers but our knowledge is constrained to be finite, so there will always be some measurement error, and so chaos theory applies. (And physical reality is actually quantum, so we have the uncertainty principle at work as well.)
> This problem is symmetric towards the future and towards the past.
Only because you've carefully crafted this example to have this property; it is not true in general. You have constrained your knowledge of the present to exclude that which is needed to reliably extrapolate into the past. But it is possible to change your scenario and collect data that allows reliable extrapolation into the past, for example, by looking at the coin before it is flipped and remembering (or writing down) what you saw. But for the future this is not possible. That is the essential asymmetry.
> See e.g. this Jaynes' paper
I have a lot of respect for Jaynes so I'll take a look but it may be a while before I have the time to give it the attention it deserves.
One thing I see right away that he gets right (well, mostly): in section 6 he observes that there is no such thing as "the entropy" of a system, which is correct. Entropy can only be measured relative to a state of incomplete knowledge. But calling it "anthropomorphic" is not right. It's not a function of human ignorance specifically, it's a function of ignorance in general.