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I just got a little scared... A couple of days ago, to save trouble, I used a "privacy" tool to transfer a few transactions back and forth on the chain, and then I thought: I'm not doing anything shameful, but once it hits the compliance/risk control line, the chance of being mistakenly flagged isn't zero. To put it simply, there’s no absolute anonymity on the blockchain; it’s more about "making it harder for others to understand," but not about making you disappear.
I think ordinary users shouldn’t have too high expectations: protecting some daily transactions/assets exposure is enough, don’t expect to evade all tracking; exchanges will still ask about your source if they need to. Recently, Meme and celebrity pump-and-dump calls have started up again, newcomers really shouldn’t be impulsive, once your attention is diverted, it’s hard to say who will get hit with the final blow. Anyway, my current approach is: if you can go through compliant channels, don’t force it; keep your on-chain activity clean, and sleep peacefully.