To be fair, 9 times out of 10, they want people to know who they are when they leave. They just usually don't say it out loud because of immersion. Typically the only scenario where they'd want to hide it is if they weren't proud of their past life and truly wanted a fresh start.
https://i.imgur.com/lfI7zGE.jpg https://i.imgur.com/tgLNUuX.jpg
Come to the (un)official GameFAQs Touhou board. http://www.gamefaqs.com/boards/1110-