Highly dependent on who you are, your threat model, and what you are doing online. Most of us are such small potatoes to the governments of the world that it isn't a big deal IMO. For most people privacy is far more important than anonymity. Privacy is choosing what you reveal. Edward Snowden has a very different threat model than myself.

I'm not saying who cares and it doesn't matter. I think it does but I think being completely anonymous for most people is probably overkill. We live in such a surveillance state that few of us could withstand the eye of Sauron. I do think privacy is more important for bitcoiners than no-coiners. At least for the most part. I'm very selective about what I share online but at the same time I'm not ashamed or afraid to stand up as a bitcoiner. I don't want my UTXOs to be public but I don't yet feel like I need a nym. Or maybe I already have several...

I respect folks that operate as nyms. If I were a bitcoin contributor I would do it as a nym. I guess my advice would be to do an analysis of your threat model and act accordingly.