If you are an ancap, more power to you, but it's useful to have arguments that are persuasive to the huge majority of people who are not.
Everyone should have the right to privacy, electronic transactions are no different.
Of course, you can use the good old "if you have nothing to hide then you have nothing to fear" argument, which has already won over...
Privacy is important though, doesn't matter if it's financial or not.
In the future, should more serious privacy options come to Ethereum, then it's important that everyone should be entitled to use it, just like we are allowed to use end-to-end encryption today.
Regardless, that still doesn't mean the electronic privacy is the same as crime.
Or, would you be willing to hand over every bit of electronic information about you over to the government?
Oh, you don't want that? Well, what do you have to hide then?