Again, there are lots of parallels. People who used to "pass" as a different ethnic group to get less discrimination. Or what it is still like for gays. For some people who live in an environment where it is accepted, it's no big deal to have a photo of your same-gender spouse on your desk (or darwin fish on the car?). For others, in small towns or the southern states, they don't dare tell people, sometimes not even family, that they are gay. Those folks have to live a lie all the time or move if they want to have full lives.
When I worked overseas in various third world communities, I decided not to tell people that I was an atheist. Many people did not understand when I said I had no religion. That was equivalent to satanic demon worship in their eyes. 
When I tried to explain what atheism was, the villagers closest to me became concerned and told me that I had to be mistaken, because nobody like that was allowed to work with women and children. So I dug up my JW background and learned to make the appropriate Catholic or whatever mouth noises. Religious expressions, observations, celebrations, like baptisms, saint's days, etc. are so buried in the culture in some places that it can't be avoided without really standing out.
It was a choice I had to make to keep living and working there. Some of the villages might have told my supervisors and had me booted. I knew it was only for a few years, and I really wanted to do development work, so I tolerated it.
Nobody can tell someone else what the acceptable level of risk is. Just don't be like the closeted gay but homophobic politicians who try their best to make other gays live miserable lives. That sh!t is too psycho.