Why are people so affraid of anarchy?

[Anomalocaris]

Not just own your own business, but can buy and sell your business.

If you own your own business, what's wrong with being able to sell it? What's wrong with being able to buy a business from someone else who is selling it to you? Seems like a freedom thing, unless I'm missing something.

There is nothing wrong with it.  It's just a critical attribute of capitalism.  Without it private ownership by itself doesn't amount to capitalism.

The key attribute of capitalist system is not just private ownership of capital, but the mobility of capital.

It can be thought of as a freedom thing in the modern society, because the mechanism to mobilize capital is so well developed. Anyone who wants to move capital from less productive endeavors to more productive endeavors need to but look around to learn how, and only government suppression or massive corruption can prevent it.

But that was not always so. For most of human history most of available capitals are locked in land and the means to readily transfer capital from one farm to another or from farming to something else simply didn't exist.