When ordering online, you’re doxxing your mailing address anyway. Convenience of paying with bitcoin is the point here. Also lightning is pretty good privacy wise.
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Lightning is nice, but it's still limited to smaller amounts or you need to rely on a custodian.
If you do proxy shopping anyways you can add more proxy (s)hops in between. Sending to a box and not yo your address also helps with some attack vectors.
That's not an excuse, if you want to spend huge amounts of Bitcoin anonymously, use Coinjoin.