They cannot--coordinating enforcement is impossible for nation state actors, at least not yet.

Possibly because it's not actually as anonymous as some people believe.

The government can't just "shut down" whatever it wants in a society like the US with (relatively) strong rule of law.

Some governments have banned it, many haven't. It's likely that Bitcoin (and cryptocurrencies in general) aren't, and never were, the existential threat to governments as a whole that anarcho-capitalists wanted it it to be.

States and law enforcement are more likely to be concerned with what Bitcoin is used for, than the mere fact that it is used.