IMO each wallet has advantages of it's own, And because of these advantages people use different wallet according to their needs, For example:
- Armory is secure, People with cold-wallets or big amount of BTC use it
- Electrum is fast, doesn't need to download the whole blockchain and PC based mostly
- Blockchain.info is fast and incredibly easy to use, suitable for beginners and small amounts of BTC
And the like, each wallet has an advantage of it's own.
thats true, people use different wallets because of a wide variety of reasons and i think it is not just because of anonymity
but to me the main reason will be the security, if a person has a number of bitcoin and he is not feeling secure his wallet and he is afraid that his wallet can be hack then he try to have more than one wallet and distribute bitcoins in different wallet and remain safe.