The day we start being able to send anonymous /tell messages in FFXI, you come back to this point again. No privacy is being given up. This is a first party forum for a video game that is accessed using your character information from said video game. This may as well be an amalgam of Port Jeuno, with the ability to communicate between servers.
The same rules and the same moderators manage both these forums and the game's chat system. If anything, these forums are more strictly moderated rather than less. There is no assumption of privacy concerning your character name. Honestly, I'm just surprised this feature didn't come standard with the original release. If it had, I doubt anyone would have an issue with it.