The service isn’t advertised as being for anonymity at all.

Sign in with Apple allows you to use Hide My Email to keep your personal email private when you use Sign in with Apple to create a new account with an app or website.

Hide My Email generates unique, random email addresses that automatically forward to your personal email inbox. Each address is unique to you. You can read and respond directly to emails sent to these addresses and your personal email address is kept private.

That seems pretty clearly to be meant to avoid simple things like spam on your main email. I can’t imagine most people expecting much more than that. There is always a special level of idiot, but most people would never assume that this would keep you protected from police.