I've never used changelly, but ShapeShift used to be anonymous. Now ShapeShift requires some KYC information. Since they are merely middle-men between you and the full-blown exchanges, charging you middle-men fees as well as the fees the exchange is charging, I don't know why anybody would use them.
If you have to submit KYC anyway might as well register to a full featured exchange, control your buy and sell orders yourself, and save money on fees.
Have the same questions on my mind too why there are people who do really tend to make use of these exchangers if there are full featured ones.
I cant deny the fact that this do give somehow the convenience yet you do just directly sent out your coin and exchange it into specific coin that you want without
too much hassle.Shapeshift already goes to the path of KYC that's why I shift up on changelly.