What price privacy?

In my youth, I fancied myself - as many young people do - as an author.  I quickly realised I was rubbish, but if I had succeeded, I was going to publish under a pseuonym.  Why?  Well, partly because I thought the romantic comedies I wanted to write would stand a better chance if the author was believed to be a woman, but mainly because I value my privacy and wanted to control if, when and how I revealed my true identity.  Why am I going on like this?  Because I have great sympathy for Elena Ferrante, a noted novelist, whose true identity has been "unmasked" by an Italian "investigative journalist".  He seems to have done it just for the sake of doing it, saying that she is a "public figure" and that her readers have "a right to know". Well, do they?  Did she not have the right to remain anonymous? Where do you stand on this?