"In the case of digital currency, there is no short-term benefit for swapping coins, but there is no loss either."
Are you kidding? There's a major loss; making theft virtually untraceable and thus making theft considerably more attractive. Now even the not-so-clever criminals in western easy-to-reach-by-the-law countries can get in on the online theft game. Not just those that are good at hiding their tracks or are in countries that won't cooperate with your own country's police.
If someone steals your digital coins, they may end up virtually (ha!) anywhere, with little or no chance of ever find them again.
This is what we had with a cash-only economy, except much, much worse, since the thieves don't have to be physically close to you or your money. For most people, moving away from a cash-only economy has had the great benefit that their accumulated wealth is much better protected.
Also, corruption (which anonymous currency is fantastic for) is hardly a "friendly thought-crime which doesn't affect others".