To my mind, if someone wishes to remain anonymous in an online system accessible to billions of people, he should have the right to. If you don't wish to have your address, phone number, email address or any details at all published why should you be forced to?
If any crime is committed using a domain, the police can still contact the registry and request details of its owner. Having public records for the whole world to peruse isn't necessary.
Admittedly anonymous whois records could make it hard for potential buyers to get in contact with the owner of a domain and make them an offer for a domain. But the owner may have no intention of selling his domains and wish to be private. Those who are interested in selling their domains can give their details in the whois, or else would set up forwarding for their domains to a sales page, or list them at sedo, or have their own tag with a URL resolving to their company site etc etc - if they wish. That's up to them, but why should it be mandatory?