The difference is that for Bitcoin there can pretty easily be made so there's no correlation between your actual name/person and (some of) your wallets.
On the other hand, although you will not know how much digital EURO I own, the government will surely know.
This is much easier to say then to do. When i buy a TV seller know my address where o sell it. When I buy a car seller know who I am since he make a contract and give me keys. There are some things you can trade anonymously but most you cant.
Government is last I am worried to know my personal information. They know it right now already and I have no problem with that as long as they keep them safe. I am afraid that corporations or bad guys get a hold of those information about me.