I agree that this possibility exists but I also think it's a tiny minority of people online. There's enough info out there to demonstrate that people aren't rationally aware of many things (although they may believe they are).
In the current example, I'd bet that most folks don't even understand how much info they reveal online and what can be inferred about them. The very reason the house analogy exists is because it's tangible and 'real-world' but it's not really a fair comparison. If people had the option to live in a fortress, that still had windows and easy access for approved people, and didn't look too different, they'd likely take it. Such options either don't exist or are too expensive.