It's not anonymous. Very far from it actually. Let's say you buy BTC on some exchange platform and then you buy something illegal with it from some FBI honeypo

It's not anonymous. Very far from it actually. Let's say you buy BTC on some exchange platform and then you buy something illegal with it from some FBI honeypot. FBI can trace where you get those bitcoins and then they can go to the exchange platform with a warrant (probably they don't need it nowadays) to extract your real identity.