The scenario you describe actually demonstrates my point. Where anonymity is “illegal”, the only entity you can trust to protect your privacy is you.

That fact does not change when anonymity is “legal”. That fact does not change even when anonymity is mandated. Even if it is a criminal act for me to make a record of who is accessing my service, that is only a legal restriction. It is not a technical restriction. You can’t know whether I am abiding by such a law at the time you are accessing my service. A law mandating anonymity doesn’t actually protect your anonymity; it just gives you the illusion that your anonymity is being protected.

The relevant difference between your scenario and reality is that in your scenario, nobody is blatantly lying about whether your privacy is under attack: it most certainly is.