I was cryptic with Rachel, and she already knows anyway. Malcolm isn't going to come searching for you. And so what if he is? What is he going to do without causing a riot among the other abnormals? Whatever kept you in the closet in your world isn't something you have to be afraid of here, Anders.
Besides, you are the most straight looking supernatural that I've ever seen, if they start playing the guessing game you would probably be the very last person they would guess. Hell if I didn't have my Angel senses I wouldn't even put you on the list, and the people who raised me are Winchesters.