We care a lot about individuals' need for privacy. We just need to balance it with the community's need to preserve its archive, and the right of repliers not to have the context of their comments pulled out from under them. We bend over backwards to get that right. For example, I have written custom code to help individual users with complex requests on several occasions.
I should probably add this to the FAQ.
My account is a great example. This account is separate from my real identity, and I use it to post about things I don't want associated with my real identity. I went through a period of poor-quality commenting that led to well-justified moderator action against it(I'm not exactly sure what, but I'm consistently brought to the bottom of threads). This is important for the site because it helps maintain a good signal-to-noise ratio and keep the site interesting and productive. If I were to always create a new account, it would bypass this important moderation tool. Reputation is important in any community, including this one.