Anonymity in important for many people. Few years ago, it was problematic issue only for hackers, human rights workers and anonymity freaks. They want to keep they identity in secret for obvious reasons. They were traced only by law enforcement agencies and government. Today everything is much more difficult. Hundreds of advertising agencies trying to reveal identity of people to target their commercials better.
Web browser can give them so many information. For example in which languages you speak (browser shares your language preferences with sites you visit)., in which city you live (this can be obtained from IP), how big is your computer display (web page can get your display resolution), what video player or office suite you have installed (they can query installed browser plugins) and much more...
