What @jagged_circle said but also. Even if you were lucky enough to be born in a country where you don't have to give government I'd and thumb print just to get a goddamn sim card. It is still feasible to trace it back to you if you are not careful and there are a lot of ways you can slip up.

Like if you use a phone/device which is know to be yours then even if you buy new prepaid sim card anonymously your ID will be revealed due to same IMEI.

Or if you turn it on in a public area where cops know that you are there (maybe because they caught you on a camera) even though this is public area how many people connected to that tower are using burner sims, and how many of those are into extreme privacy or into something they suspect you to be involved.

And so many other scenarios and at the end it will come down to humane error which will be very tricky to avoid in this case. Whereas in case of being online you can properly setup iptable rules. Qubes, whonix, etc. Test it yourself that even if your VPN/TOR/I2P/etc. Goes down you're not reviling your true IP