Anonymity for similar reasons already explained here; compartmentalization.
I don't really have anything major to hide, so it wouldn't be a huge deal. However, I work in a very conservative industry and often run across people who are very judgmental about the strangest, most benign things. So who knows what they could misinterpret about me based on what I write. I like the freedom to write whatever I want, and have the tendency to want to confess to silly things I do.
Also, I think there is too much room for negative stereotyping about personality types, so wouldn't want to reveal my MBTI type to anyone who doesn't have a good understanding of what it means, or that I am an individual separate from my type and not the same as some other ENTP they worked with.
Oh, and another reason is that my family is very religious, so they would be upset to see how much I like to swear sometimes.
The fact that it was forbidden growing up is probably why I like it, and find it a harmless form of stress relief around people who aren't offended by it.