I think its very good to know that you can do this, and I think its one of the options that is not chosen very often because.
1.) people did not know about this
2.) For the people that care about anonymity and are doing everthing they can about it, wont really order here I think? and if they will not let the gold send down to there address since that would make them "show there true colour"
3.) since you have to give your adres if you want to have your gold physically there is a level that makes you not so anonymous anymore.
4.) its harder to "directly" pay with gold.
But at the same time it has so many pro's if none of the above applies to you. The only thing you have to watch out for is Gold fever... Once you order well I bet you the gold rush will make you order more and more.