If you think about it, nothing is really anonymous on the web.
As o_e_l_e_o said above, monero has a bounty of $625,000 if it gets cracked. If it gets hacked indeed, can you imagine how bad it will be for its reputation? Essentially the chain will be worthless.
So, creating a fully anonymous blockchain is also risky for this reason. Imagine Bitcoin, claiming to be anonymous, but getting hacked.
Satoshi didn't want to take away anonymity. He seemed to love anonymity. I suspect he was unable to fully guarrantee anonimity and therefore, he chose pseudonimity. Personal opinion, of course.