Easy:

• companies have a vested interest in identifying you (ads, data brokers, etc)
• governments have a vested interest in tracking you (local police, terrorism tracking, etc)

I don't trust the government and private interests to come to an agreement that somehow benefits citizens more than their combined interests.

I doubt the concept of anonymised data. Companies and governments have bad incentives to know who you are, and collect data from brokers to make correlations and educated guesses.

How do you think a third entity would identify you?

You may want to join us reading along in the privacy communities of the fediverse.

But long story shortened - third parties are very much identifying each of us in staggeringly novel and effective ways.

For example, depending on circumstances, third parties may not be sure which room in my home I am sitting in, right now, while being aware that I'm writing this. This shit has gotten deeply weird and invasive.