You can take it two ways.
1. they dont want to be known, if it all goes south. and then if they are not known, they can start another shitcoin and repeat.
2. they fear governments going after them, or in the case of anon coins could be a wait for a government to plant a bug in the code.
The second option is more likely to be real than the first one (which is only applicable for the scam coins). Governments will have to hunt them down if something goes on like reaching a Market Cap (speaking about ALL the Altcoins + Bitcoin together) of over $100 billion. Gold can still be tracked: there are cameras in the buildings where you're going to buy it, you have to sign your name or you need to type in all your personal data if it has to arrive at your home. Bitcoin can't be tracked that easy. If the Market Cap gets to such a big amount, the govs will have to worry about the insane amount of cash being.. transformed into something anonymous which they absolutely HATE!