I use the Anonymous setting to cut way down on headhunting, for whatever the reason (grudge, points, and especially if you have player carryover from game to game). Players that have formed successful alliances or have made terrible enemies in previous games are more inclined to do the same things over and over again when they have built up a relationship with another player(s), even if they are supposed to treat all players in each new game uniquely. This can create built-in advantages/disadvantages from before the first phase of the game has even been played that have been brought over from previous play. Playing Anonymous also gives players the option to fake an identity/playing style/other player... setting up less predictable and more strategic gameplay when the same or most of the same players are playing more than one game together. And whether with same or all new players, playing Anonymous helps keep things fresh and exciting. At the end of the game, identities are revealed, so it's still possible to build relationships with other players (though yes, the one drawback is, this does make it less easy to do so).
And +1 KOS. It would be nice to have the option to have shorter deadlines for Builds and Retreats. Although the phase-length change within the game will no doubt throw the rhythm of the game off for some and lead to a few NMRs, it would be nice to have for games between highly dedicated players where it would help games move faster. Note that you can play Rulebook Press, which achieves similar ends, but eliminates diplomacy altogether on Builds and Retreats.