One answer is that you might someday like to say something which some other party would have a problem with.
We might say that if you truly believe in what you're saying, the principled course would be to say your piece and let the other party be upset. But if the other party has a lot of power (for example a parent, an employer, a university, a government official, etc) they can threaten retribution for your words. If the threat is serious enough, you will likely decide not to speak.
The ability to say things anonymously removes the threat of retribution. It helps people speak who otherwise wouldn't, increasing the range of perspectives and information the rest of us have access to. This doesn't mean that it's beneficial in every single case, but on balance it's a social good - in fact, it's a necessary component of a free society.
Edit: also, ISPs can sell your browsing information now: https://www.usatoday.com/story/tech/news/2017/04/04/isps-can...
Also, not everything that is illegal should be illegal. Civil disobedience is impossible in a monitored society.
The Navy didn't Tor for criminals, so obviously there is a use case beyond that.
One of the contractors who wrote the software later open sourced it.