It is understandable that they want to put under control using of any cryptocurrency and so try to prevent money laundering, terrorist financing and any other criminal activity.Also there is the payment of taxes,if they know who you are you will must pay tax on your bitcoins.
I don't fall for the excuses that governments and indirectly the exchanges use to hide themselves behind. It's nothing more than the government that wants to know who is doing and holding what. Of course, it also helps that they through these measures can also possibly spot people using Bitcoin for whatever shady purposes, but that's just a small representation of their intentions. It's the hunger for control that is driving governments to do all this.
