But who would want to bid for them. Any thoughts of privacy would be gone since the bidder would fully identify themselves to the FBI. Only some sort of arbitrage but that means selling them right after buying them.
It's cute that you think you'll be able to buy/sell XBT in any substantial amount without disclosing huge amounts of information about yourself.
If it's not possible to stay even remotely anonymous that takes out one of the major benefits of bitcoin. Bitcoin needs to retain that aspect if it is going to even remotely challenge gold or silver as a method of anonymous savings. Coinjoin would do wonders in that regard. I'm also fairly certain it is possible to buy/sell large amounts just not all at once.