as I understand it

you have receive money from the same (or colluding) counterparty two times (A and B),

they suspect you're the same person and are skilled enough to create a custom transaction B to test their theory,

then when you confirm receipt of the funds out of band

they then know you also control subaddress A.

so its a little more interactive than you said

but yeah, keeping separate wallets for separate uses is a good idea ❤️