Ditto to Daphne, Dallas, and CFE.
I also form connections with many of my gentleman callers. It's kind of my specialty, as I see myself more as courtesan than escort, and spend large chunks of time with some fellows. I'm pretty open about my life, get to know my Fanciful fans pretty well, but info like my real name wouldn't come out until I was thoroughly acquainted with someone for quite a while, and then only if we started traveling together and he needed the info for airline tickets.
There are people in this who want a sex partner for an hour, and there are those looking for both physical and mental stimulation, and then a few want true companionship on all levels. Each to his/her own diversion or perversion.
I have to agree with the OP, however, in that I absolutely HATE a liar. I just parted ways with a long-time Hobby friend because of his continued and intentional deceptions. (Had nothing to do with issues of identity or privacy, btw.) Fantasy is enjoyable, but deceit is hurtful.