Just guessing, but a lot of the folks they have to deal with would as soon murder an agent's family as sell their next load of drugs. Anonymity helps.
I don't see any "D" in BATFE. Since they've moved to Justice from Treasury, they don't have all that much to do with alcohol either, except for busting illegal stills and such. They no longer regulate or collect the taxes on legal alcohol sales.
But the enforcement of the drug laws are in another department, you know the Drug Enforcement Agency (DEA).