Because it's often enough to ensure you're anonomous when transfering to/from $GOVERNMENT_CURRENCY (in person meetings in the woods for example) for the transactions to be untracable.
The only way to make yourself untracable is to leave no trace
You mine the coin yourself. That minimizes the info you have to provide.
It's one of the reasons why China became such a hotspot of Bitcoin mining.
I'm pointing out that even if it's traced, getting to pick who traces you can add a layer of practical anonymity.