Should I preserve anonymity or strictly follow a journal's instructions?
Follow the instructions. If you do it wrong, the journal will send it back to you with a grumpy note. Some journals do not practice double blind review but rather single blind, so the authors are known but the reviewers are anonymous. (Discussing the merits and drawbacks of this particular approach is unfortunately beyond the scope of this question, so please don't open this can of worms in the comments.)

In fact, once I had a journal submission returned to me because it was anonymous! The editorial assistant requested that I resend it with my name and other information proudly displayed. In that particular case, I had failed to follow the instructions. Don't make the same mistake I did -- follow the instructions!