The reason I believe this is because me and my family have gotten so many mysterious phone calls ( some of them pretty damn creepy and stalkerish ) where they actually address you by second name despite never having contacted you before or worse yet some cunt in your earlier life somehow managed to get the information from an irresponsible school that doesn't respect your privacy and so on. I think like with self-defense the only people who are against anonymity have never experienced the need for it.
Anonymity and privacy are different things, I believe and hope, these companies that require some of my personal information will kept it private, and there are a few laws protecting privacy in EU, facebook got into a little trouble because of that.