Most of the time that's an anti-feature - there is no point of hiding transactions of you buying bread, it could provide you an alibi in case you are accused of a crime, but there is no conceivable way it could be used against you.. (people don't stop to buy bread on the way to the crime scene)
I think that GP is concerned with being able to show that they didn't commit a crime, rather than that they frequently commit them.
That said, I generally prefer cash for in-person transactions, not just for the anonymity, but because most smaller retailers pay much higher fees to the credit card processors than big ones.
An excellent example is NYC taxis. The CC processing goes through a couple different levels of "service" providers and the drivers get dinged for 5% on every transaction. Whereas a large retailer is likely only charged 0.5-0.75%.
Which can make a big difference for people like cab drivers. As such, I always pay cash for taxi fares.
Paying by card has saved my butt several times, when I was able to prove to a retailer when and where I bought a product for warranty purposes, or get out of a contract that had 2 weeks 'cooloff' period to terminate but the agency kept playing dumb and 'loosing' all my letters and emails.
In the northeast there are tons of cash-only bars and restaurants (im sitting in one), food places (especially hot dog stands lol), and housing/plumbing/electrical contractors (friends with a few that offer _steep_ cash-only discounts).
Cash is king if you want to avoid government scrutiny.