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Although legacy software typically sends ALL, ALL+ANYONECANPAY is "required" for Coin Join, and more importantly, it doesn't leak unnecessary information about the transaction characteristics.
Namely, it doesn't dictate that the transaction must have been a single-wallet transaction. Since multi-wallet transactions are supported, and single wallets can sign the same way a multi-wallet process would, there doesn't seem to be any reason to leak that characteristic information.
Possible Negative Consequence: If a generous party decides to pick up your tab and pay the bills for you, and you were looking specifically at the txid rather than the addresses, you might be expecting one transaction id, but instead see another.