I think there's coming out and coming out. I'm not going to bother telling my parents for instance, because if they had a BDSM relationship I wouldn't want to know and I assume they fell the same about me. All of my vanilla friends know because I can trust them not to be disturbed by it, and some of em have been eagerly asking me for details which I'm happy to give especially when having a wine-fuelled girls' night in.
I hang around in gamer circles where it's more unusual to be vanilla than to be kinky, which makes it very safe to hint or joke about things an occasionally to respond to smart-ass questioning with the unadorned truth to shut people up, and I do get a kick out of letting people know. Part of it is the fun of "Hey, is that person...? WIll they know what I'm talking about if say...?" but I also will cheerfully discuss things on public transport and get a similar kick if people eavesdrop and then give me funny looks.
I do wonder about myself though if my eagerness to let people know isn't really just a sort of desire to show off, maybe a sort of minor exhibitionism or possibly just my wanting to loudly proclaim my membership of an interesting subculture/lifestyle to prove that I'm one of the cool kids. I can justify it my saying I want to be out and proud and why should I have to hide it, but frankly if that was the case I'd tell my mother why I've taken to wearing a collar.