It is to encourage individuals to put their true feelings. Regarding context it should be provided to allow free text comments as well as enough variation on questions to piece together a possible issue. If that is not provided then the data collection is flawed not the format of it being anonymous.

As a good leader its your job to be able to have the trust of those working with you to gather that information. Also just because you are rated poorly doesn't mean you are bad at your job its possible that you are not the right fit for your specific team.