Because nobody has ever suffered for being outed as LGBT, minority religion or political party, etc.? Losing a job, being beaten or killed go way beyond embarrassment and those outcomes are a given for millions of people.
Many people like their various bigotries – whole religions feed on the social dynamics of saying everyone outside is sinful and trying to corrupt you – and while it'd be nice if revealing secrets lead to greater tolerance I'd bet a lot that the more likely outcome would be rage that they'd been infiltrated and purging anyone who had been keeping secrets.