Anonymous links can link you to any crap-sites without the chance to see that in the status bar. You don't see if you are linked to youtube or to "free-xxx...." and so on.
That's why I (and probably many others) don't like them. And that's why I never had any viruses on my computer until now or similar problems 🙂
Additionally, I like to keep the number of servers that track my surfing-behaviour as low as possible.
So let's simply keep going with the traditional way of linking. or in case of youtube: not linking 🙂
btw it is not sure if those anonymizers do not show up as referrers to youtube too, as direct links do. Then the whole thing would be senlses and would spoil the clips just as well.