Well, lets say you are browsing something today using hidemyass and it is legal but a week from now a high court order makes it illegal. For some reasons the govt has to check your internet usage and they see you went to hidemyass and then you connected to an IP. They can then just get hidemyass to give them logs of what you did. Same with ultrasurf. They now know you visited an illegal site.
When you use tor or I2P, the govt will see what IP you connected to. If possible, they can even force the said person/company using that IP to give them logs but they can't give anything. They don't even know what you were browsing. None of the participating servers in tor or I2P knows what you are browsing except you.
Disclamer: I haven't read the source code of either tor or I2P myself so I have to trust other people to check and see if there are any backdoors or other nasty stuff in it.