Leaks to mainstream media are also anonymous though. Every time you hear a "senior white house official" or "source close to the president", that's an anonymous leak.
Lord Baal's point about it being harder to prosecute makes sense I suppose, though you hear about leaks to mainstream media all the time, with no repercussions for the media company involved.
There have been recent instances however where individual journalists were ordered by the government to give up their sources.