You are right that they can have it. But you are wrong when you say they can do it easily. In fact, it's very complicated and there are entire companies that need a lot of money to maintain them. If we are talking about anonymous coins like XMR then only in 7% of cases can we trace the transaction and find the supposed owner. And that number can be even lower if everyone keeps strict rules about anonymity of transactions.
The use of ring signatures, stealth addresses, and confidential transactions makes it very difficult to trace transactions on the Monero blockchain. However, even though Monero provides strong privacy features, it's not a guarantee of complete anonymity. In some cases, sophisticated forensic analysis techniques can be used to identify users. Additionally, there have been instances where vulnerabilities have been found in Monero's privacy features.