Being invisible goes in with my own explanation of how I read more than I post nowadays, similar to how Martyr put it; like Wolfpup as well, I don't like having a lot of people around me.
In my time as an un-anonymous user, I never got a PM from anyone asking why I didn't post in a thread.. just as I don't remember what made me go anonymous to begin with, I don't remember when I started to either. After clicking the option for whatever reason it was, it just became part of my logging in routine over time to do so.