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When a cashier at the Piggly-Wiggly hands me dollars, I don't say, these are Piggly-Wiggly dollars or KYC-free dollars.
That's because you have cash. Cash that is not easily tracked. I can't (easily) find out that you had shopped at Piggly Wiggly nor where you spent those dollars after leaving Piggly Wiggle.
Bitcoin is not the same as cash.