Think you are right. The more he is smug and denies it the more he's probed by people. It does seem uncanny how 3D ties up to the whole Banksy saga. It's funny too how such subversive and anti establishment art is making him so god damn rich.
There are plenty of people who have managed to keep their identity sealed (to the outside world, not insiders). For example Ja. But the thing is when you break out of the underground the scrutiny multiplies x1000. In other words, it is hard to imagine things to go any other way (for Banksy/3D). Was it worth it for him? Probably, he's a smart guy, I doubt he imagined EVERYTHING to go his way. He is obviously a perfectionist who gets pissed when there are leaks, but whatever. That's the game homie.
He's a very clever guy and the brains behind Massive Attack. Wouldn't surprise me if he's behind the whole thing. His own artwork is stencil based and so similar to Banksy. Think its about time he did another record. Its been years since the last Massive Attack LP.