The question isn't why anonymity so important to me, but why is intrusion into my personal life so important to you?
Well the NSA will probably say something along the lines of
'It is because we need to protect the nation from terrorists!'
Or something like that. They need an excuse.
If you want to live with some semblance of freedom, at some point you'd have to stop giving up your rights and just take the chance of getting blown up by a terrorist.