If I'm transferring €10k to someone I don't want it to be anonymous. I want to know who got my money so I can go after them if it turns out to be fraudulent.

Indeed, what's going on here?

It's free in most EU countries. I've never paid for a bank transfer. The third party doing the transaction gives me some protection that I wouldn't otherwise have.

Can't argue against the anonymous part of it but when the transaction is between me, the seller and the bank, I'm not sure why it would need to be anonymous.

Well taxpayer pays for these transactions probably?

Regarding anonymous part, there are some people life refuge/dissidents who might wanna hide their expenditure?

Also, I don't wanna give any data access to government because I don't trust them simply.

bank transfers are usually free in europe

Sine secretum non Libertas.

made up Latin adage is more than enough to identify you as a monero spammer.

sine intelligentia non sunt secreta

unless you print the money at home, it always gonna involve three parties.

I believe that by anonymous you meant secret.

It's not anonymous, the person who sold the item already learned a lot of things about you and you about the buyer, including your faces and what was the transaction about, which is often more than enough to identify people.

What difference does it makes if the bank knows about the transaction?

And why you wanna hide it from the bank?

There's probably a good reason, but it raises more questions than it's worth, so the reason must be veeeeeery good.