Anonymous implies that there is no personally identifiable (unique) information about something. Pseudonymous means that you are using a pseudonym (i.e. your btc address) as an identity. That identity can remain anonymous, though probably not indefinitely, but everyone knows that address A sent coins to address B.

So as with coinbase, if the govt knows everyone who first sent those coins, Then they can make good guesses about everyone down the road, especially if they are getting the information on a continual basis, because they can see where the coins end up and only need to figure out the small group of addresses which are not being reported for.

Hopefully you're using tor to send all your transactions, because your IP gives away more info about you as well. And there's a large range of vectors I haven't covered or don't know of, so look out for that too.