Anything resembling a modern society is built on identity.
How would you access a bank account anonymously?
How would you file your taxes anonymously?
Get an education? Acquire (legal) drugs? Buy a house? Travel abroad (and back again)?
Most countries have a way to provide identity to provide the above services. Passports are an internationally federated system, but there is no equivalent for digital signatures.
This is a problem when you want to study or work abroad, or receive pension from abroad, or any of a dozen other real world situations that regularly causes headaches for normal people.