If you buy through a peer to peer exchange, and if you never hand over KYC or any other details, and if you use a payment method which isn't linked to your identity, and you do all that over Tor, and you receive the bitcoin to a brand new address, and you never link those coins to other bitcoin you own, then you can be relatively sure that the government don't know you have bitcoin. But simply saying that the government don't know if you buy bitcoin is wrong. Centralized exchanges freely share information with governments, and governments are spending millions of dollars on blockchain analysis to track down bitcoin owners.