Murray Rothbard did it to both high jack left wing fervor and also to convince people that it was radical to give capitalists unfettered power. It's little more than an attempt by capitalists to create a fake opposition that is actually anything but. Most AnCaps do it because they have been duped into thinking it's real Anarchism (I was a fervent AnCap from 2012-2015. The Ron Paul campaign got me in, and Rand Pauls hypocrisy convinced me to join the left wing)