The primary "ethical loophole" here is that there is no viable ethical alternative. Something can not be immoral if it is the best of a series of bad options, and if you want to exsist in the world and protect your privacy, the only real option is to create a persona.
There is literally no other option that I have been able to find that both protects your privacy and also does not require you to sequester yourself from humanity entirely.
Pure anonymity bars you from the following activities: joining a social group, signing up for some longish term business relationship (hiring a contracter, signing up for a service), engaging in the political process, holding a job, and probably more that I cant think of. You simply wont be able to do any of those things if you tried to give your name as "chaboud" or "rt4mn".
The best option if you care about your privacy, in those scenarios, is to use a nickname/alias/persona, and be honest and say "no its not" in the vanishingly rare case where you are asked directly whether or not that's the same name you have your birth certificate.