Well, your VPN knows your address so this advice is pointless. Unless you only access your VPN through a totally anonymous ISP at a totally random location on the planet each time, probably impossible due to KYC laws, you are certainly not anonymous.
Eh don’t bother. You weren’t as anonymous as you thought using port forwarding if you’re doing anything bad enough to warrant NSA attention. Most users probably are not. Mullvad is just being honest about their limitations here.