Hi bob3160,
Why because some people want to be at least partly anonymous. There could be a lot of reasons. Just like they don't want to be traced, profiled, harassed, polled, just left alone, reasons of privacy, because they do not want to be transparent. There could be circumstances that people would value their privacy rights, also on the Internet, and that has become virtually impossible.
It is not so much that one has nothing to hide, but not having the possibility to hide anywhere is the crux here. Maybe some people are that lonely, they would like anything but being anonymous. Well it is just like those people that wait for spam, because they do not receive any other mail. The old paradigma's just do not count like they counted, that is all.
Just see to what they collect in one go about your computer (even more if you have javascript installed or they have a special sniffer script opened up on you):
http://leader.ru/secure/who.htmlpolonus
