OTOH, If youre dealing with an exchange to buy btc or sell btc then you have to assume every government agent in the world was given all of that transaction info. Transacting at any exchange in the world eliminates, as you say, any degree of financial privacy.
Every transaction is transparent in the blockchain in the first place and in order to keep your anonymity in using bitcoin, then all you need to do is to not disclose your identity to anyone and to not announce that a particular wallet is yours. Have a wallet that only YOU knows that you own it. When sending btc to it, transactions must stem from exchanges in order to maximize anonymity using that particular address.