It does not have to be anonymous!
Most things can be shared directly and direct honest feedback is always the first choice.
Anonymity makes some important conversations possible
Due to some perceived and real risks it is difficult to communicate some important things. We tend to play it safe and just do not have some important conversations.
Anonymity removes contextual bias
Knowing who is giving feedback is helpful in most situations. But that's not always the case. Sometimes not having the context allows us to receive a message more objectively.
Anonymity makes it safe
For well intentioned sender, anonymity makes it safe by removing the risk of hurting an important relationship (and for the ill-intentioned sender, YBM removes any abusive feedback, making it safe for the receiver)