@groovestomp sure. Consider you write something like "Vladimir Putin is a dufus" in a mailing list. If you sign it with your key and your key can be linked to your actual identity, now the Russian law enforcement has no problem to book you for offending the feelings of the Putin fans and they'll have a way easier time proving that it indeed is you who posted it.

Whereas if you just post the same message, even using your main nickname or alias, you can claim "a coincidence".