I don't like Jimbo saying "it's just a pseudonym."
Anonymity is OK. Lying is bad.
When I was a kid my mom told me that what makes a lie a lie is not its literal truth or falsehood, but whether there is an intention to deceive.
Now, pseudonyms e.g. of authors are sometimes mildly deceptive, as when a pulp magazine wants its readers to think that they have an "exclusive" on an author, when in fact the stories are the production of a prolific writer who churns out content for all of them. Or when an author wants to maintain a separation between his serious work and his mystery novels.
But if a flyleaf says that, say, that "Lewis Carroll is the pseudonym of a lecturer in mathematics at Christchurch, Oxford. In his leisure time, he is a serious amateur photographer," well then he darn well _better_ be a lecturer in mathematics at Christchurch, Oxford and a serious amateur photographer.
(Descriptions, like Lemony Snicket's, which are clearly tongue-in-cheek are OK. Readers are supposed to get the joke, so they are not intended to deceive).
When it comes to pseudonyms, there's no need to disclose anything... but you can't say something true, don't say anything at all.
I say Essjay's self-description is a lie.