In ancient times, men understood that these early undercover excursions from above were used as opportunities to test mankind. It gave the worshipped time to interact with humans eye-to-eye rather than on their knees and staring at the floor. It also indicated that ancient mankind didn't see their gods as all-knowing and could learn from interacting closely with mortals.
Long after the age of gods, man's stories told of the age of heroes. While the earliest champions were dynamic figures of eternal vigilance, eventually, there came those heroes who had to create an additional layer of defense against overwhelming foes. Such consideration brought first The Scarlet Pimpernel and later Zorro into being. For these characters, disguise allowed them to operate in open opposition to oppressive governmental action and to move through society as a law-abiding individual. This afforded them both time as icon and to walk about calmly as one of the people, like the gods of old, gathering knowledge and perspective. Unlike the gods, the Pimpernel and Zorro identities protected the ordinary men from personal reprisals against their property and loved ones. For the storytellers, ooooh, an added level of tension: what dire consequences will come should our hero's secret be revealed?
Were these valid concerns? The signers of the Declaration of Independence might have said so. Their public defiance of the British government cost many their homes, businesses and wealth, due not only to collateral damage from the Revolutionary War but to specific targeting of the rebels. Examples had to be made. Not only were the defiant men hunted and imprisoned when possible, but also their families. Some took Robin Hood's example and sought refuge in the wilderness. Those who would succeed them would have to be aware of the potential price of publicity.
The majority of our modern superheroes are almost automatically expected to maintain the secrecy of their private identities. Over the years, some have gone to complicated lengths to do this. A rare few have had the added complication of additional identities, some costumed and some civilian. A few others have managed to keep distance between their public and private interactions (Spiderman dates from different circles than Peter Parker), but others haven't done as well. Superman and Clark Kent have a lot of the same close friends, for example. Over the last couple of decades, a lot of people have made decisions to have superheroes either stop keeping their secret from those closest to them or revealing themselves to the world-at-large. Seems that people want to keep pulling their masks off.
I've never found myself to be in agreement with such choices. It may be a result of growing up in an era where superheroes guarded their secrets with almost fanatic dedication. Gradually, society has come to shoot down the idea of people having any secrets from loved ones. This has resulted in some costumed adventurers spilling their guts after a couple of dates instead of waiting till the relationship got really serious (Barry Allen didn't tell Iris about how close she had become to The Flash till their wedding night). It has also shown us close friends and lovers taking offense at having been lied to for years when they're finally brought in on things.
Really? As though it was any of their business. Now, if I were a close friend of someone like Peter Parker or Clark Kent and they were considering telling the world about their whole dual identity lifestyle, I would certainly appreciate some warning if not consultation before I found myself a target of reporters and vengeful villains. Otherwise, if they're keeping things secret, that's their business. If they miss a few lunches or have to run late sometimes with only a lame cover story, that's OK. Friends understand.
Did I find Tony Stark's revelation in the "Iron Man" film amusing? Yes. I even found it in character. I laughed when a reporter brought up the disbelief of the "bodyguard" story that had been offered for so long in the comics. Still, as they showed in the next film, public revelation had consequences. Superheroes aren't ancient gods. Well, most of them aren't. The rest, by revelation, put themselves at risk when their guard is down. Not a good idea. They make those close to them specific targets. Also, bad idea.
[On a side note: I think it's always been telling of bad guys who grab Lois or Jimmy to threaten Superman. It shows how the bad guys think. For someone like Superman (which should include all other heroes, though it doesn't), anyone makes a viable hostage. Using known friends is just for inflicting extra pain.]
Unless you're secretly able to fly out to deflect asteroids yourself...? Is there something you want to share?