If the government forces your exchange to release all your information and logs, then the exchange will kindly cooperate and supply the government with everything they need.
That is the exact reason as to why I always mix the coins that I withdraw from any exchange. I even mix the coins that I withdraw from BTC-E even though I am not verified with my private data there. I do everything to avoid the government from potentially getting any information about me and my holdings.
Governments asking the exchanges for data about certain people may seem to be a very extreme measure, but I don't take any risks. I will do everything to keep my coins outside the reach of the government and its ridiculous tax structure. They already tax people so heavily, so why should we allow them to gain more from us? I always say; Better safe than sorry.
A very good precautionary measure of yours there pal. Im doing the same thing too even though i dont posses too much bitcoin but i do have a habit on mixing my bitcoin in able to avoid problems regarding on privacy because these mixing thigns would surely help you out not to be traced easily especially to those who hold huge volumes of bitcoin, as we all know government might made a step regarding with this taxations. Who knows.