In this case the fact that the remote client (wallet) is being persuaded of is that you know a valid e-passport that hashes to a particular value. It's anonymous because you can't reverse a hash. You can convince the wallet of this without actually revealing your passport data.
Maybe I'm missing something, but what's preventing a government from running the hash function on all the passports and de-anonymizing all the hashes? They own the passports database after all.