> Ignoring broader social issues and focusing purely on the government, citizen monitoring can be (and often is) utilized by governments to curtail free speech. People joke about the NSA monitoring them, but that absolutely has an impact on free speech
It has an impact on speech. It does not have an impact on freedom to speak. The fact that a social architecture changes behavior does not mean that it restricts it. This difference is important.
This does not mean that the right to anonymity is not important. It may well be. It just isn't the same thing as the right to free speech, and they shouldn't be conflated. I understand the desire to conflate them - anchoring the right to anonymity to the more recognized right of free speech gives it greater moral force. That's why people make arguments like that. But in so doing it lassoes the even more important right of actual free speech to the probably less important right of anonymous speech. It tethers them in a way that exposes the weaknesses of the lesser right to the greater one.
Free speech is the right to say whatever you want without government interference. The right to anonymity may be important to, but let it stand on its own.
> If the government can monitor which events you show up at or what you read, does that make you more likely to be put on a no-fly list? Does that make it more likely for the government to pursue a separate legal action that it otherwise might ignore?
Lots of things make you more or less likely to do various things. That is not the same as curtailing your right to do them. Changing organ donation from opt-in to opt-out increases the right at which people choose it. That is not the same thing as forcible organ harvesting.