Because it's attached to the bill itself, not the owner or the wallet.
If I give you a dollar bill with the serial number 100100, it's impossible for you to prove that bill came from me (unless you have forensic evidence of me giving it to you, of course - but that's equivalent to having photo evidence of me typing in my private key to a BTC wallet) . If you find a dollar bill on the street, it's now yours, you can't know anything about its previous owner.
In contrast, a BTC address is a unique identifier for someone who owns the BTC. The blockchain stores all addresses that it ever interacted with, so even if you create thousands of wallets, they can all be-anonymized quite easily if one is, as you can track how money was sent between them.
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Because it's attached to the bill itself, not the owner or the wallet.
If I give you a dollar bill with the serial number 100100, it's impossible for you to prove that bill came from me (unless you have forensic evidence of me giving it to you, of course - but that's equivalent to having photo evidence of me typing in my private key to a BTC wallet) . If you find a dollar bill on the street, it's now yours, you can't know anything about its previous owner.
In contrast, a BTC address is a unique identifier for someone who owns the BTC. The blockchain stores all addresses that it ever interacted with, so even if you create thousands of wallets, they can all be-anonymized quite easily if one is, as you can track how money was sent between them.