Here's why- the governments wont allow it. Right now the U.S. government is working on bitcoin/cryptocurrency legislation that Steve Mnuchin (Secretary of the US Treasury) is putting together and recently said should release soon. I'm fearful of what's to come and bitcoin isn't even anonymous at the moment.
I heard the US government are working on cryptocurrency but it not deliberately stop bitcoin and others cryptocurrencies but to create their own national cryptocurrency.
Meanwhile, there's no reason to be scared of bitcoin anonymity level cause it will only make the government to move their focus on privacy coins.
Governments can kill the exchanges. Sure there's always over the counter, but that's not going to bring this to the heights we all hope it's headed.
The government wont kill exchange sites and the only worse things they can do is implementing Vat,KYC and AML and very exchange site that applied those features will fully operate.