Except we live in a society. Whose cohesion requires us to be able to verify that:
* Bob did not receive an asset that Alice previously stole from Carol
* If Bob received an asset as income, then he needs to pay a portion of it in taxes to continue receiving water, sanitation, emergency services, etc.
* The asset Bob received isn't evidence of a crime (such as terrorism or child pornography), that while Bob may not have committed, his desire to receive it generated the demand that incentivized the commission of the crime.
Privacy is important. Don't get me wrong, I am certainly aware the same arguments can be made to weaken end to end encryption in communication, and things like terrorism & CP are frequently used as scare tactics to remove civil liberties and infringe on people's privacy.
But it's also important to acknowledge that when building a decentralized financial system as folks are keen to do with Etherium, you are replacing something that is one of the core building blocks of our society.