Let's say I have an anonymous pseudonym used on a number of other sites. I can now have it on Google+, with one big difference: it's no longer anonymous. Google will know who's using it because of their real name policy, and can then put two and two together across sites they don't own.
Anonymity means no-one knows who you are, not "no-one except Google."
You don't need a G+ Profile on your @gmail address to create G+ Page pseudonyms for Youtube. Your main address will continue to go plus-less, and other services which strictly require a Real Name/G+ profile (like Places/Play reviews) will continue to nag you to create one.
Anonymity means no-one knows who you are, not "no-one except Google."