It helps to express yourself if you don't have to worry about repercussions and judgement. However it can cause an equal amount of havoc and suffering. There are a great and many reasons why we refer to "masked" heroes that choose not to be known, and it could be argued if they were required to divulge their real identities they would be much less likely to perform heroic acts. That is not to say that all masked men are heroes, just as often if not more so it is the criminal that wears the guise and uses it to their advantage.
Though what's criminal today is a matter of perspective and is highly subjective when viewed without the strict and finite confines of "law". When defending yourself and your property it's important in today's society to know how to do so legally otherwise you become the criminal. The law does not discern if you are breaking it for good reasons or bad ones and does not care. If you shoot a man from your porch as he shoots at you then you are a criminal, if however you shoot him while he's inside your house even if you are outside then you are not considered a criminal.
In order to change the law sometimes it is necessary to organize, other times a handful of individuals can change the world, and in either case it's important that they be protected from persecution for doing the right thing and anonymity assists in that endevour.Breaking an evil corporation is one such instance in which they try to violate your civil rights and your only method of fighting back relies on them never finding out who you are.
Other times however and again this is more often the case anonymity is used against others to their harm. Look into a crowd and it's mostly an ocean of victims with a few predators and yet you can't tell them apart. Even the obvious ones that look like predators are often not so, and the most likely victims are sometimes the strongest of the predators.
This article isn't really going anywhere with a point. I suppose if a point were to be made it would be that you can not have one without the other, for every hero a villain or three, and if ever we lose the freedom to protect ourselves in this manner then it's likely we'll all be enslaved.