Other coins and fiat lacking privacy/anonymity has nothing to do with Monero. But yes, you can mine Monero if you want.

A p2p coin swap to Monero with another crypto just looks like address1 sent to address2 on the other coin. Third party correlation between both chains is not possible since you can't see amounts and addresses on Monero. So no one knows that a swap even took place. While with Bitcoin it is possible and fairly trivial. The person you swap with can also peek into your full or partial balance. Also not possible with Monero.

You can also get Monero by mailing physical cash p2p which is private and anonymous.
No third party knows you received Monero at all. That is not true for Bitcoin and most other cryptos where everyone in the world can see the blockchain.

The supply discussion is a separate argument. Pedersen commitments guarantees supply, and the first time a coin is mined the amount is briefly transparent as it enters into circulating supply (so you can manually count if you want to). But if this still worries you, continue saving long term with Bitcoin, and only use Monero to spend/receive where possible.