It's good not to be trace with our online transaction although we are not making something illegal, that is what you called privacy and the freedom to do any transaction online without the need to comply with the laws of the government. Using it for illegal activities would only harm us in the future when we get caught so instead of thinking that way let's be more productive and work hard than doing a one time big time transaction.
I agree with you, nothing can get on that but only money itself. Anonimity is already given to bitcoin. Those users that are involve to illegal activities will regret later on. Maybe they can make a fast and big money now but the time will come that they would be unsuccessful if the government take action strictly about it.