Is it worth taking care of anonymity too much, even if I won't be using cryptos for any illegal matters?
Of course it is. Privacy should be a fundamental human right, and
you shouldn't be willing to give it up just for the sake of convenience.I have to disagree with you on the
bolded part. People should be free to give up certain levels of privacy as they see fit. They should weigh the pros and cons of giving up some amounts of privacy and decide for themselves. You can potentially get benefits for giving up some amounts of privacy to certain tech companies, such as personalization and efficiencies.
There may also be some instances where giving up privacy may allow you to "get lost in a crowd" and actually result in decent amounts of privacy versus taking extreme steps to maintain privacy may attract additional attention and someone may look for and find mistakes in your attempt of maximum/absolute privacy.