I've been outed in a couple of times, It's not really a big deal. At a kroger here in AL, I had a manager follow me through the store, and whisper to the cashier as I was checking out (that store was closed permanently just a few months later, I hope the manager thought it was her fault for chasing me around the store.. lol).
It doesn't make any difference in my reports. At another kroger brand store, many years ago, I had a produce guy who told me what the monthly questions were, not only the produce questions either, but the meat department and grocery questions too. I didn't reveal myself to him, but i did report it to the MSC, told them exactly what happened. It seems someone he knows was/is a shopper and they were feeding him info.
Out here in rural Alabama it's kind of kind of uncommon to have strange folks that just randomly show up at your gas station. And then only get 1 or 2 gallons of gas and buy one little tiny thing in the C-store, and ask for a receipt. I'm sure most of the gas stations know that I am the shopper when I when I come into the store. Most don't say anything when I reveal myself but some do sometimes. For the gas station shops I just don't think it's a big deal.
I don't think I've ever been outed in a restaurant, But I don't really do very many restaurant shops except for fast food. I do the fast casual Burger shops, but not often, I can't say whether they can tell I'm the shopper or not, nobody says anything and they don't seem to watch me carefully.