The seller would not be doing anything illegal (except not checking the buyer's ID). The buyer would likely be willing to pay for the privacy because they intend to do something illegal with the BTC.
As long as there is no legal requirement to check the buyer's ID, I guess the seller should be safe.
In the US if someone sells something like BTC for fiat in any amount they are suppose to verify the other person's identity and report any transactions above a certain threshold and report any kind of suspicious activity they encounter.