1) This isn't arguable. It'd be like arguing whether the sun rises in the east. Bitcoin (and nearly all crypto's) are not anonymous. They're pseudo-anonymous.
2) Well, sure. It's a risk to hold money in the bank... what if the bank becomes insolvent and your savings are gone? It's a small risk, but still a risk. It's a small risk that Coinbase goes under, but there's still the risk. There's a risk if you take all your money out and store it under your mattress. Choose where you place your risk. Also, tying into point 1 - if you do hold your coin on an exchange, or even use an exchange, then its more likely than not you've submitted KYC documents... forever tying transactions to yourself.
3) That's an oddly phrased question as there are a billion different cryptos... But in terms of Bitcoin - an example of change is the introduction of Segwit. Another is Taproot, which was implemented recently. Anyone can propose a change and if the consensus of those running nodes accept then the change is accepted. The immutability refers to the transactions themselves on the blockchain. All transactions are recorded and you cannot go back and alter them. There is no need to trust third parties like banks. Theoretically it's possible to alter the blockchain, but you'd need to take over 51% of the mining yourself.
4) Whatever. I'm not interested in the semantics of the definition of the word "asset". If you bought $100 worth of Bitcoin back in 09/10 you'd have more money than if you parked it anywhere else.
