Nothing protects you if you're up against a state. That doesn't mean we should give up completely.
Do you have a passport? That's a real identity in most places. Soon, it may be possible to use that to link your identity to a set of public keys which you can then use to identify yourself.
There's a lot of work to be done to make this a reality, but work is surely going on right now and this is going to be possible one day.