In blockchain you can prove if you're innocent or not . Your transactions are the evidence . If you decide to take the route of anonymity you deprive yourself from the evidence you have . Bitcoin ( as it was supposed to work ) provides you with a high level of privacy , but not anonymity . If you are looking to be an anon you should better move to other chains . Bitcoin by default will not provide that .
I will leave the rest of the conversation aside, because I want to talk about it Bitcoin in this board.
Bitcoin provides pseudonimity, not anonymity.
To be honest though, there are too many implementations that will help you make tracing difficult (or even infeasible):
Bitcoin mixers, coinjoins, coin swapping, lightning swapping, selling for cash, buying with cash
Even though transaction history is available to everyone, if you just coinjoin properly, then there is absolutely no way for anyone to know for sure which path your original UTXO has taken.
I think being pseudonymous is a feature, not a flaw. In fact, there is no real anonymity on the internet. At the end of the day it is only a question of how well you can hide.