We are attaching a Nostr identity to an on-chain address. It doesn't matter if it is reusing an address or creating a new one every time (which will also be attached in a Nostr zap event - and thus de-annonimizing it).

Anonymity is gone for anyone touching any of those Nostr addresses and all of their Nostr connections by definition.

And it's kinda the point of zaps. We want to publish our transactions for everyone else to see.

If you don't want those coins linked to other coins you might have, don't transact with them. Keep Nostr wallets to only talk with other nostr wallets.