Yes and no.
The domain registry knows the identity of the domain’s holder (ok, authorities can easily ask), but it’s impossible to associate a single email to a person with certainty. I can give you an email with my domain, for example.
I also do not see much difference with a fake account on Gmail (or whatever). Of course, it’s relatively anonymous if you only use it to register on a website or to send an anonymous email once, but if you use it regularly you will be identifiable anyway, just with a few extra steps.
It’s a fair point, but anonymity is not the same as privacy. Normally I only need the latter.
Just by avoiding gmail-like providers nobody crunches all the activation emails to build my profile. Using aliases on @mydomain I can separate the identities a little bit. Of course it is still possible to assume that all the emails from @mydomain belong to me, but I can accept that risk assuming that nobody wants to follow me specifically (why would they?).
Rule 1: know your enemies. I only need to protect myself from the ads-industry and that works on volumes, not on quality. Two emails are very likely two different people for them.
If you truly want anonymity then you’re right, but life becomes much harder.