The Smithee name is not so much a pseudonym but a designation for a when a director wants to disavow himself with a piece of work he has done. I use a screen name. I have children. I do ultra political film that pisses people off sometimes. I use the different name so allow my family to not have to be harassed for my opinions. Plus, when you do get some real attention the privacy that using a screen name provides is amazing.
There are even people who rent an apartment for a week, change their legal address on their drivers license to the new place, and then move. Then they register a website under the fake address on the DL. Then they are completely untraceable.
Not everyone wants the fame.