Many people like to picture the bitcoin inventor as some sort of god who knew everything in advance. The truth is in 2008/2009 (almost?) nobody was sure that bitcoin will succeed. Even Hal Finney(famous cypherpunk, who actively participated in the developing of the idea of the bitgold by creating RPOW:
http://www.finney.org/~hal/rpow/ ), even Hal Finney was sceptical: "turned [bitcoin] off because it made my computer run hot" and "was surprised to find that it was not only still going, bitcoins actually had monetary value.[late 2010]"
It is probably that not only cypherpunks thought that bitcoin is nice but weird idea, but also Satoshi Nakamoto himself. True, if it takes off, Satoshi will change the world and make some money, but what if it doesn't? Then bitcoin is like bit gold or b-money -- cool theoretical concept, and Satoshi want some recognition for his work(just like Nick Szabo or Wei Dai who used their real names).
Of course there is some chance that bitcoin will succeed, so Satoshi wants to protect himself from government hostility. He knows about Liberty Dollar(don't confuse with Liberty Reserve), he knows about e-gold, and he knows about Phil Zimmermann(criminal investigation related to PGP).
So why does Satoshi need anonymity? Well, he doesn't. All he needs is _plausible deniability_, and he maintains it pretty well.