They wouldn't be. But let's say you buy Bitcoin and then open a channel. You might get annoying compliance question, because they can't surveil you anymore. They might close your account. This can lead to self-censorship.

In that sense lightning has similar properties "anonimity-enhanced" coins. Which is good! (plus politically speaking, it's hard for them to argue against "I use it because it's cheaper and faster, it just happens to also be more private")