Why do you need to buy anonymously? Theres anything wrong if they know your name? Maybe you are doing a wrong thing so that you want to buy or sell anonymously.
In the sense that Bitcoins as supposed to be usable "like cash", I can see where someone might want to be anonymous.
Would it make sense to require someone to produce an ID at a local convenience store when paying with FIAT cash? I for one would not go back to a store that required me to do that when paying with cash to buy a soda or some snacks.
Bitcoins should be usable the same way for most things. However, some Bitcoin-FIAT transactions may need ID due to the law, so one cannot expect to be able to do that with anyone who has a high visibility (such as an exchange site).