Although, the government know how we spend our money on crypto market through Exchange. If you convert Fiat to cryptocurrency, they must report your financial transaction or lose the ability to be an exchange in America. On the contrary, government knows about some transactions happening on Exchanges. So it's Keen to avoid random people to also know about that too. Take some simple measure to ensure your privacy is safer.
In fact, with a great desire, without even publishing your address on social networks, the government can easily track who sold whom to whom and who bought what.