Nobody could have predicted where bitcoin would go but I believe he did say something along the lines of (and I'm colossally paraphrasing here): In ten years time either nobody will be using it or everybody will be. There are a lots of potential reasons why he may have wished to be anonymous, but we'll probably never know his true reasons. Maybe he wasn't sure of the legality of it or didn't want to run into any potential legal problems in the future. I'm sure governments would have wanted to talk to him at least. If someone knew who he was then they could certainly pressure him to take bitcoin in a certain way or even try to sabotage it. Maybe he just didn't want the attention or hassle of being the founder/figurehead of it. Being famous in any sort of capacity for me would be a nightmare. I like my anonymity. I like being able to walk down the street and nobody hassle or bother me for anything. That changes when you're famous. Maybe satoshi also felt this way.
I think I recall Gavin Andersen meeting with the government. I can't remember if it was the FBI or some other section of the government but he did definitely meet with someone to talk about Bitcoin. I don't think the talks were all that successful and actually made the community question Gavin. I think this was around the time Satoshi went quiet on Gavin too and just up and left although I can't be sure. I'll try and find the thread that was here on the forum but it was a number of years ago. Speculation is speculation but one could assume Satoshi didn't want Gavin to go to the government whatever the meeting was about. Satoshi didn't seem comfortable with that and up and left. I think its fair to assume Satoshi wouldn't want his personal informaiton leaked to the public to as he has taken every precaution to do so. Although it must be said if Satoshi didn't trust theymos judgement he would of likely deleted the pms permanently. Especially if there were sensitive information in them.
Sorry I kind of went off on one there but my point being was the government would of defintely wanted at least a word with Satoshi because they did so with Gavin. They probably tried getting in contact with Satoshi many times but maybe he didn't answer. What could be interesting is whether the government signed up on this forum and messaged him asking for a meeting. I agree with a lot of people that its unfortunate that the pms wont be released but at the same time its only fair to those that he was in contact with.