> There is no right to anonymity.

Sometimes a right must necessarily exist for another right to function. Anonymity must exist to allow freedom of political speech, which is the most important kind of free speech. I'm not sure I've ever heard anyone ever argue that people have a right to be anonymous all the time, but only in context of other rights, and often this is quite narrow. Some examples: political press, political speech, voting (that I voted in the Us is public, my ballot is anonymous).