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Basically, on-chain stuff isn't really "private" to begin with; it's just that your address isn't called Zhang San or Li Si. I don't think ordinary users should have overly romantic expectations: transaction records, interaction counterparts, and fund paths can all be pieced together, and compliance isn't something you can just dodge with a "I'm just passing through" line. If you really want to stay low-profile, start by reducing address reuse, avoid signing randomly, and don't tie your social accounts too tightly to your wallet—at least don't put your address out there yourself.
Recently, those on-chain data tools and tagging systems have been criticized for being outdated and potentially misleading, and I actually think that's quite realistic: they're not judges, more like gossip group "rumors." But the problem is, sometimes the market and platforms act based on these "rumors"... Just thinking about it makes me a bit annoyed. Compliance requires you to be squeaky clean, but privacy doesn't give you a buffer zone. Anyway, before minting, I remind myself three times: don't wander around with your main wallet, but every time I get itchy and still end up doing it—sigh.