If NSA has enough incentive to unwind all the data and then target you, they can. They always have rubber hoses as a last resort.
But if the anonymity mix set is large and diverse enough, and you are a small fish, it might not be efficient or plausible from an efficiency standpoint for them to do so.
My point is that if you think anonymity will 100% protect you from illegal (or even legal but in competition with TPTB) activities, then there won't exist such "truly anonymous" where "truly" is interpreted to mean "100% certain protection".
But lack of 100% certainty is akin to life itself. Nothing is certain in life, except death (and even the upper bound timing of that might not be certain in the future).
Edit: if someone could enumerate all the ways one could be unmasked and then show mathematically it was implausible+intractable (with known computing power) to unwind in any way a certain set of anonymity mixes, perhaps one could make a claim of true anonymity. But as of now, I do not see that as realistic but I haven't actually tried to formalize all that (seems daunting and implausible just from the rabbit holes I have climbed down and analyzed). The holistic math on anonymity (over all possible attack vectors) is very fuzzy and I'm presuming it will remain so, because I presume the set of possible attack vectors is unbounded.
This.
There is a difference between "open and public for everyone to see", and "even if all state-sponsored agencies are after you with unlimited budget, you have the guarantee that even if you are sloppy, they'll never find out".
It is not because your house will not stand a nuclear impact, that you shouldn't have a roof.
Also, the more anonymity is generalized, the harder it is to "go fishing" after potential victims. Crypto in general is a way to make life so difficult for the attacker, that it isn't worth it, or that he'll run out of resources before succeeding. It doesn't mean that there is a guarantee that an attacker with essentially unlimited means will not succeed. This is true for crypto, and for security in general.