A few people do, actually. Kyon found out because of being AUed into his world a while back. He then proceeded to spill this to Madoka who flipped out. But they're mostly cool now.

A couple of others found out when he flew around fixing things after the storm, but he mostly managed to convince them he wasn't Ayumu or escape before they realized who he was. Only Sabriel and Pao-lin probably remember this now, because the other one who caught a good glimpse was Grune....

Overall people seem to take it a lot better than they did back in his own world. He hasn't gotten many pervert accusations.