I don't think Anonymity is linked to privacy. Anonymity is the ability to do public things without being identified. For example, writing a death threat online. There is good evidence that anonymity encourages bad behavior. https://www.psychologicalscience.org/observer/who-is-that-th...

Privacy is what I do without interacting with the public. Playing D&D is a privacy matter. Only my friends and I know we do it.