You have an AIM name or e-mail because you want to talk with your friends online.

Do you consider the people on a forum your friends?

That's the clincher. Anonymity isn't good for everywhere. I can think of one forum I read where everyone is friendly and wants to know each other well, and on that forum I feel fine using a login name. (2ch has a few of these, too.)
But on some random patch of Internet, you have few friends, and if you know what's good for you, you won't solicit random people to send you an e-mail. On the comments page of a blog, often you will see people call themselves Anonymous even though they don't know crap about "2ch culture". It's just the smart thing to do.