Deluded? Lol, unless it's going to display my real name, address, phone number, social security, bank accounts and blood type I'm pretty sure there's very little reason to be crying that people will know your character name.
Unless people cry in-game when they party with someone? Since they can see your character name too you know. Do people cry about FFXI-AH? There's truly zero concerns unless they're giving out real life information, which to my knowledge they aren't.
Thus why I say it's mainly people who like to troll are the only ones truly worried about it. Oh and just an FYI, you own nothing, actually read the EULA and ToS, you're basically "renting".