I just started using retroshare and I only have one friend so far. When I download a file though I get it from 2 sources. One my friend and the other anonymous tunneled through my friend.
Unless I'm missing something that means the anonymous source sends the data to my friend and my friend forwards it to me. That takes away from his upload speed and costs him download speed as well. Tunneling over a friend that has the file itself doesn't make sense.