Individual anonymity in a technical sense is impossible in an environment with network connected sensors. Above a critical mass of sensors, which we have far exceeded in most urbanized areas, there are no technical measures that can keep a person from being tracked.
I think the gap for most people is not the existence of these sensors, which capture nothing about a person in any kind of direct way, or that people perturb their environment in some abstract way, but the existence of analytic techniques that allow someone to reconstruct detailed personal information from large collections of extremely oblique measurements of the broader environment.
The analytic methods for doing this type of reconstruction are quite clever and non-obvious, which I guess would need to be the case for it to be surprising. It is nothing at all like typical web or enterprise analytics -- you are using measured physics and constraints on that physics to infer environmental dynamics that you can't measure directly.