In the case of governments, private data is only hidden until the government decides that it needs to look for it (or ask for it). Anonymity means the data isn't there, regardless of whether the government decides it needs to, and has legal justification to, demand access to the data.

Anyone providing anonymity is only an accomplice if they know your intent. Simply not collecting data doesn't make you an accomplice, not collecting data with the intent of hiding someone else's illegal behavior does.