
'The big question is why? What do Epic get out of knowing who I am?'
That's not it... Musk (Tesla) and Sweeney (Epic) are arguably the few senior people in tech who actually care about Privacy and don't want to slurp your info! Epic in general are a genius game engine company, but they're a bit light on the security side, and have been caught out badly by the success of Fortnite. In fact, a lot of their platform support is outsourced and not well managed.
So overall Epic's biggest problem right now is Security. Below is a typical post. Most don't even get a reply. 2FA is necessary if you're giving Epic billions from storing payment / card details to buy in-game upgrades, then you need to secure your account!
https://forums.unrealengine.com/unreal-engine/feedback-for-epic/1453715-epic-your-account-security-design-is-atrociously-bad