But if they expanded their dataset to other sites like reddit I would be concerned.
Moreover - since Nadya is my "primary" pseudonym, I deliberately make it easy for people to find me across social platforms: https://nadyanay.me/identities
Based on this list you can assume I am Nyu, Nadya, NadyaNayme, or Yuno in a number of places. Three of those names are common and so are commonly already taken by the time I create an account somewhere - so it isn't an exact science. For example - the account "yuno" also exists on HN but isn't me. If it were I'd have capitalized the "Y" and this account wouldn't exist.
As far as I have been made aware - nobody has ever identified any of my other personas as belonging to me.
On the other hand, I used to be in the habit of responding with some kind of bullshit, ideally at least a little suspicious but just barely plausible enough to prevent the other party from calling you on it right away. This always resulted in much more fun conversations than talking about my actual work with strangers.
Simply refusing to answer is just not socially acceptable outside of venues where anonymity is already the norm, e.g. online and IRL hacker cons.
It clearly limits options I have, for example, I don’t drive, but for whatever reason it’s hobby I enjoy, one of the few I have kept up with. One of reason currently I continue to remain anonymous is it is an easy way to engage people on a topic that I sincerely believe is important, that being the right to privacy.
Very direct about it, and yes, some people completely shut you out once you tell them, but vast majority don’t; while my opinion, those who do aren’t people I am interested in knowing. Very similar prior to me being largely anonymous, people would ask me what I did, I would respond saying I did nothing, which at the time was true and did not feel the need to make something up. Oddly, discovered their response almost immediately told me a lot about who they are as a person; they might think I am: cool, on-the-run, lying, nomad, spy, wealthy, homeless, etc.
As for making personas, long ago I tried that, though now it to me feels like lying, especially in context of establishing long term relationships. That said, with personas I created, other than generic names, I would keep them true to myself, though never complete representations of myself. In doing so discovered that the variety of personas rarely played a factor in people engaging me, but it did appear to make a difference if I just happened to contact them randomly in close proximity to them having free time.
All and all, being anonymous really is not that hard. Not even something at this point I spend lot of time thinking about.