In absolute terms, you should not buy or sell anything on the forum in order to protect your privacy. You don't know who you are sending your address to.
For exactly this reason, I've refused physical prizes that I was offered, and never bought collectibles. It's unfortunate, but each time a "Trusted member" turns out to be a scammer I'm very happy I kept this part of my privacy.
I am sure that a lot of members can be already linked to a deposit/withdrawal made from a CEX via an address they posted here. Even with all the effort, the CEX will cooperate with law enforcement if necessary, and the efforts to protect themselves here will have been for nothing.
It depends on who you're hiding from. I'm not hiding from taxes, and I'm not hiding from law enforcement. But if you are, you should indeed not use any centralized service that requires your real data.