It is no surprise that anonymity has been leaving bitcoin. Bitcoin is not as anonymous as it used to be.
Monero the more anonymous bitcoin has been getting a lot of news as it is being used for many illegal purposes such as drugs and money laundering.
South Korea today, however, is increasing regulation on all cryptocurrency exchanges as reported by
https://revoltmedia.org/south-korean-new-rules-on-cryptocurrency/.
South Korean laws passed this morning are now only letting South Korean exchanges accept users if the user has real-name bank accounts connected.
Regulations like this are the first of many soon to come that will try to take anonymity from cryptocurrency.
The South Korean government reasoning was to prevent money laundering and other illegal activities.
I don't think your point is valid. No one really uses accounts from exchanges to perform illegal activities. Most of or All of the illegal activities and activities in dark world are carried out using btc in private keys which are still anonymous. You can anonymously receive and send it. Only a fool would use his KYC completed account to perform such things.
It is no surprise that anonymity has been leaving bitcoin. Bitcoin is not as anonymous as it used to be.
When was the time that bitcoin was completely anonymous? You have an exact address and yes, nobody knows who does it belong to, but it's no secret that transactions aren't anonymous, so every address can be tracked and if you link it to something else - you're not anonymous anymore. As it was planned - for each transaction you should use new address, this would enhance your anonymity, but even such transactions can be tracked.
Then I suggest you using any service like the Chipmixer or the bitblender. They are quite effective in breaking the trail of the bitcoin transactions and increase your anonymity.