Yeah, but bitcoin is not anonymous. All transactions with bitcoin are registered. And transfers between addresses can be traced backwards.
States do not want any system they can not get tax.
You can evade tax with cash money as well. Bitcoin is not some holy grail for tax evaders as typical bitcoin's layman may think.
If governments fully legalize and embrace BTC, then it will only help them gain more profits.
Today BTC is kinda in grey area for tax payers, no one is paying any tax, people either don't know if that is needed or just refuse to do so and nobody cares.