Part of me doesn't, simply because I'm not used to it. For years and years, I've never even had to say the names of these characters out loud; the idea of mentioning them in IRL conversation feels like having to bring them into another dimension...
But then...part of me does, because it's the easiest way for people to get to know a side of me that they don't often get to see. The goofy side, the crowd-pleasing side, the ambitious side. Most people who know me in real life (and I use the word 'know' very loosely) probably aren't even aware that I have those emotions.
Of course, my username is nothing like my real name, so if someone who knew me stumbled upon my comic, they probably wouldn't know it was mine unless they saw me drawing one day and recognized a character. But if they stumbled across my comic in the first place, chances are (a) they really like comics, or (b) I'm getting famous, both of which are situations I would be happy to deal with. ^^