What does everyone do with their anonymous visitor data?

Well, you can analyze the anonymous traffic, and use the analyses as an input for creating the web personalization for your target audience factoring in the Geography, Industry, etc. of the anonymous visitors on your website. By implementing and adding in a real-time personalization to your webpages, there's a higher chance that people will engage with you/your marketing content and eventually become a known person, i.e. more inbound prospects!  The entire process of web personalization may require little effort to implement and sustain over the time, but it'll give visitors the impression of a personalized experience and better chances of them engaging with you.

And, if you already have the WP in place, you can fine tune/adjust your WP strategy and implementation based on the anon visitor data to increase their (relevant anonymous visitors) chances of becoming a known person with a better and more personalized experience.