Personally, I'm a bit torn on the issue. On the one hand, I can identify with this situation, as I have been there many times before. My own friends would always want to level alts together, but our goals for those characters never quite lined up. I'd find myself creating secret alts on another faction, sometimes on another server -- not only to experience more of the story and lore than I had before, but to just be alone. Of course, this was all before the RealID system was implemented, because after its debut, I was not able to start a new draenei paladin or blood elf rogue without being flooded with questions and, admittedly, a little guilt.
On the other hand, there is a very simple solution to all of this: Put your foot down. If someone asks why you're on Area 52 rolling a worgen warlock (or why you're even rolling a warlock in the first place, yuck), I think we all can agree that the best solution would be to honestly and delicately state that you need some time off, away from all of your in-game obligations -- including those inquiring minds. But is confronting your pursuers really that easy? For some, this type of thing comes naturally, and I for one am extremely envious of these people. For others, confrontation of this sort is not something we want to deal with, and the option to hide from RealID becomes a safe, albeit passive-aggressive, option.
What do you think? Is this a feature that Blizzard should be working on, or should these players find other means of enjoying the game in solitary peace?