I don't have a problem with costumes. I'd like a Halloween costume that cool. I was more creeped out when I joined another nerdy hobby other than minis. Anyway, I don't go by "Scalenex" in person, I use the name my mom gave me. All of them used their play names with each other. It was bad enough during the activity but afterwards during dinner. Weird.
Yes. Weird. I would be sorely tempted to impose some dining etiquette there: out-of-game real-world dining deserves real names. Unless it's a secret meeting or an "Eyes Wide Shut" party, in which case pseudonyms are acceptable.