Now you tell me!
This would/could be a big concern to some, but more importantly, with all of the scams, ID theft, and spam going around, it's better to keep a little bit of anonymity.
There's also the fact that if your not so anonymous and you post opinions that go against somebody else's, they could try to cause you problems. Granted, it is a lot easier for others to cause problems with usenet (I saw some bad things about 10 or 15 years ago in some of the alt.politics groups) since when you post on usenet your giving out a lot of info in the message headers, whether you mean to or not, as opposed to a site like FR, where you can keep a bit of anonymity.
I used to find it amusing how some would go to great lengths to maintain anonymity because they felt the government at some point would go mining usenet and other forums looking for those who own firearms, have certain viewpoints, etc., (especially after Ruby Ridge and Waco when online paranoia seemed pretty high in some usenet groups). Now that I see where things are headed, I'm not so sure they aren't far off the mark. After 9/11, it was pretty clear that various three letter agencies are/were starting to keep tabs on various online groups that aren't all that pro-government, regardless of where their loyalties lay.