I'm guessing here but isn't BTC-e the last place you can buy mostly anonymously?
Certainly the only proper exchange. Kraken doesn't ask for much KYC but that's only for very low volumes.
That sure was an expensive way to get coins, who has such a great need to remain anonymous that they would pay a premium like that?
Let's say anonymity was the reason for the purchase through BTC-e, why purchase so much at market rate? Why such the rush? They could have remained anon and bought slower and placing multiple bids without jacking the price up over $260.
The whole thing is bizarre.