Suki/Shen Yuan's fear of getting his identity found out is no trifling matter.
It isn't just because of his pride or any other petty reason.
The celestial fox spirit's fear is born out of the multiple times he witnessed fox spirits like him suffering the consequences of their negligence or mistake. It is an end that he never wanted to experience himself.
No matter the era, there are stories about fox spirits like him. Starting from fantastical stories of them being a kingdom's guardian, a sign of good omen, to scary bedtime story characters that portray them as the harbinger of destruction and mischievous trickster or life-stealing fap material.
Suki even saw some of them happen with his own eyes. And he could attest that even though the story is a kind of happily-ever-after story, they are all sad sob stories at the fox spirit's end from start to end.
For example, the story of a fox spirit's being a helper in building the foundation of a kingdom.