Privacy is about much more than
whether your transactions can be trade back to you - it's about
who can trace them back to you. There's a huge difference between "VPN who already has all my IP addresses knows that I did business with it" and "Everybody on the Internet knows that I did business with this VPN provider". If you disagree, let's see you post your credit card history and tax returns on Hacker News - after all, your bank and the IRS respectively already have this information, so you're not gaining any OpSec by keeping it private.
For a lot of mixer transactions, your adversary is probably not the government - it's any hacker that you may want to prevent from knowing your Ethereum balance and the services you transact with.