Being on the receiving end of a legal interrogation might change your mind.

Or go read up on your history. The Spanish Inquisition. The Holocaust. The House Unamerican Activities Committee. Soviet Russia. The Lives of Others. Just to name a few.

One oddly eloquent argument for the value of anonymity comes from ... Google: http://googlepublicpolicy.blogspot.com/2011/02/freedom-to-be...

It might affect your insurance premiums. Or, search for 'headache' too many times and you might become uninsurable.