Because we have this option, so why not utilize it? :D
But on a serious note, I generally prefer asking personal questions as anonymous because it's internet, and you just never know if the person towards which the question is intended might be available on GAG. Haha
People are insecure showing their true identity. And sometimes they want to give you touching but honest advice but they don't want to get shortlisted therefore they have to post Anon. However, sometimes they just need Xper so they post anything (and even trolling) anonymously without showing who they are.
It varies really. There are some who want the privacy of asking a question without individuals knowing who asked it, sometimes there are individuals on here who act immature and might harass the other person through email, sometimes a person writes something they know might offend someone and does not want to deal with the drama, etceterea.