Nothing is special about buying a Bitcoin. It's where it goes that matters. So like any money market or banking you can't just go in anonymous. BUT, once you buy the Bitcoin from an exchange, you just move it. There are plenty of apps and programs for a Bitcoin wallet. These apps and programs create one time use addresses for sending and receiving. So you simply send your money to your anonymous wallet with a one time address. No one knows who owns that. From there you send it where you want. They should be using a one time address as well. The Bitcoin itself has essentially a digital serial number so you can see the addresses that the coin went to, but not the owner until you get to cashing it in at exchange. But that's like dollar bills. Something like 80% of dollar bills have drug residue on them, just because you have a dirty dollar doesn't mean you made it dirty.
If you are really worried then you can set up tor and a VPN to hide the IP addresses you use and you can run your bitcoins through tumblers. All a tumbler is is a service that pools bitcoins from many sources and then sends them out the other side, so you can buy from your known coinbase account, then transfer to your anonymous, tumble, send to yourself again, then pay someone. My personal take is that plausible deniability of "I paid a bet online and I don't know what they did with it" is plenty for a mere consumer and I doubt you'll ever need that.
So now compare the 5 minutes it takes to buy, trade, pay to going to the store, being on camera, using your real name, to a known receiver, that receives all the time or is paying people to do it so now those people know too, they are on camera... Or you can use a fake name and if something goes wrong you may not be able to retrieve your money. They can red flag you so you can never use that service again, or redflag the receiver, now you have to go in and change your info again after drawing suspicion...
BTC Ftw even if it takes 4 days to get your money in the system. I don't know a source that won't honor your order for 4 days to receive their money instantly from their computer. It's a no brainer. It's so simple I buy perfectly legal things this way because it's easier than PayPal once it's set up. I keep some spending money in my coinbase dollar wallet for when I want to day trade or buy something real quick. Not a lot of money, but enough to make $40 when the market is volatile or buy something for $100. Also lots of places give BTC discounts. Even better.
Screw the fees and hassle of transfer services.