If not for this thread I wouldn't have known that Murat was iwantapony. I know I came across that user's posts a great deal when I started newly here but all of a sudden I couldn't find them again. I concluded the user had stopped posting; not knowing they only changed identity. However, if I may ask what security or privacy reason would make anyone change username when this is just an online forum. We don't even have a physical presence. I don't see any cogent reason for that. If it were for a reason to brand or rebrand their businesses, then we could say yes they've a reason for that. Otherwise, I wouldn't take the privacy or security angle to mean anything. Do people truly get scared online when they haven't done any wrong?
AFAIK theymos changes the display name if the request is not privacy related but if the request is because the member has concerns for their privacy then he changes the username as well as the display name. Since he does two different things there must be valid reasons for changing your username for privacy.
People do not get "scared" but they do get concerned. Some people will take comments you make on a forum very personally and you do not know what they might do to get back at you. We have seen feuds in the forum for years and sometimes they have gotten very personal. I can see why people get concerned and that is not a terrible thing. It is like when you use tor browser or vpn even though you have nothing to hide the same thing applies to be concerned about usernames