Well, also...he's messing with the people who value his stuff at ridiculous prices, but can't pick it out of a lineup.
This is great not because it was anonymous (that was just a requirement -- if it weren't, he'd have been swamped by idiots), but because it illustrates the fundamental absurdity of the art "scene". It's a nice bit of mockery.
If you listen to his audio commentaries (most of his pieces in http://www.banksyny.com/ have a commentary on the page), he pokes fun at himself and at pretentious commentaries that often accompany art pieces.
This is great not because it was anonymous (that was just a requirement -- if it weren't, he'd have been swamped by idiots), but because it illustrates the fundamental absurdity of the art "scene". It's a nice bit of mockery.