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Simply because I’d rather not have people confuse my love for the hobby by knowing exactly how much my collection is worth and making it about money.
As others have said, yes to all of the above. I have no illusions about concealing my identity from governments or any particularly advanced actors, but in today's world of trolling, SWATting, and so on, I have no interest in making it easy to connect my online identity to my real identity. I also see no reason to make it easy for anyone to connect the other direction - employers looking at online posts when interviewing for a job, etc.
I have some handles that I've used repeatedly and that are now probably fairly easy to tie to my real identity, so I rotate from time to time - this is the first forum where I've used this handle, for instance.