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I agree that it's not good to tell all about yourself online - there are some jerks and creeps out there.  However, I wouldn't go so far as hiding your gender like it's a liability or something.  That might feel safer, but does nothing to further the cause of getting female game devs/players seen as equals.  You can't shine if you hide your light.  The more visible and confident (but not arrogant) women are in what they do, the sooner it will be seen as normal, and the better for all women, regardless of the industry.

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The reasons behind Joanne Rowling using "J.K. Rowling" and "Robert Galbraith" range from sexism to creativity (maybe they're intertwined somewhere in there too, idk), but she still shined very brightly. I'm not sure if this is truly a fact, but the consensus was that male readers would not enjoy works from female authors (which is ridiculous, but moving on-) so her publishers (?) asked her to hide her gender. I think at the time "J.K. Rowling" was used, she wanted to secure the paycheck associated with unfeminine names (her financial situation was unstable if I remember correctly). While I hate the circumstances that made this something she even had to consider, I respect her grind as a writer to publish her books and be successful. This was not a form of cowardice; it was a smart move to put food on the table.

Now, as far as the reading community, I am not sure if they changed their mind about female authors. If they still haven't, it remains to be a community problem, not hers to fix. She did what she loved and adapted to the community that may have judged her work differently. Even if they didn't have that kind of mentality in the first place, she still might have wanted to separate her personal and professional egos, like with "Robert Galbraith".

Arrogant is a tricky word...that may be the reason why female game developers and players are not seen as equals. Their confidence might be "corrected" and toned down because it may seem "arrogant" to someone else. (Bruce Lee was arrogant but he could back it up so have at it if you got it!) As some people pick up on these subtle things, they might take the "Joanne" route, the "J.K. Rowling" route, or the "Robert Galbraith" route. However, one thing I noticed is that the industries usually don't put themselves into the equation.

If half the population is looked down upon and they are not visible in the industry, it's cutting off stories that need to be told, or games that need to happen. I'm grateful Rowling didn't reject to publishing Harry Potter series under "J.K. Rowling", because it's possible the series would have never landed into my hands (the publishers were the reason I could read the books but could have easily been the reason why I couldn't).

TL;DR
I would say there is a sort of liability when you reveal your gender. It's not necessarily bad- I've seen a kind of "fathering" phenomenon happen- which still can be annoying I guess. Whether or not the industry changes, the truth is female game developers and players are equals- unfortunately they are not treated as such.