It's a portable pocket computer, when attached to a network, it can send and receive messages on encrypted platforms like signal. It could even engage with a VoIP phone service like Google voice or VoIP.MS. it could be the gateway to the world. But it doesn't have to be tied to your personal identity.

The cell phone network, IMEI, IMSI, whatever, trivially gives your location away. With just a phone number there's data brokers that will sell your location within meters. We're not even talking about government surveillance yet.

If you have a phone tied to your identity, and you use it at home, which most people do, and then you get a phone that's not tied to your identity, but you also use it at home because again it's a phone and that's where you are. It's pretty easy to say oh this is your phone, it's at the same locations as this other phone many times. It must be the same person.

All of this comes down to your threat model and how much you want to distance identities.

If you use the pocket computer, only over a VPN, only over Wi-Fi, it makes it a lot harder to say oh this is you at this location. Especially if your VPN is a popular one