With Anonymous eSIM, your actual mobile number is not known to your local mobile network provider, as you are in roaming. Therefore, your adversary cannot collude with your local mobile network provider to run various attacks, that are easy with ordinary mobile subscribers, such as:
New IMEI is generated every time you install a new eSIM. We have no information on security of these generated IMEI codes, whether it's possible to infer or retrieve the original IMEI or not. But at least it's not the same.
Last but not least, your identity is not linked to the geographical point of purchase of a physical SIM card