I think theymos probably knows satoshi's identity. Although it's quite easy to remain anonymous on the internet so it might not be true.
I see no reason why someone who appeared from nowhere on a cryptography board would ever let anything slip to anyone under any circumstances.
For all Satoshi knew Theymos might have operated out of an internet cafe and went off to dinner leaving the screen open or let his roomies handle PMs when he was off on a hot date. One person knowing who you are is infinitely more troublesome than no one knowing who you are, let alone more of them.