Leaving my small rambled thoughts on this since I am seeing this discussion everywhere:
When making a censorship-resistant public network or service the primary objective comes with the relays distributing events with the furthest outreach and as fast as it can to make censorship near-impossible. #Nostr systematically doesn't really care about privacy, and why should it? That's not always the goal...
The entire Nostr ecosystem is designed to be transparent. If you want a communication method that's opaque then you would use a private messenger instead. Using Tor or a VPN should be a given for risky people. The relays are a valid concern but even if the Nostr network or client had proxying then you are just moving the goal posts and trusting that proxy instead. Onion routing by default could help but then it becomes a scalability problem of relays vs. proxies. I really don't know how you could make a system designed for extremely public, far reaching, permanent posting private that also has a scaling as large as Nostr does.
I'm not saying clients shouldn't discuss these privacy caveats though. They should. Especially since not just relays, but other users could see IPs due to all media being hosted remotely. Events on Nostr are also all tied to a persistent, cryptographic pseudonym at the minimum.
We know realistically you can't erase posts. Erasing your own posts can be loosely defined as self-censorship, so why would you have the ability to do so easily on a censorship resistant network? Privacy isn't the objective of a public social network anyone can read. Do you expect #privacy on Twitter, a site where Internet Archive scrapes individual tweets all the time, Bing saving caches of tweets in the search results deleted or not, and where you can do advanced, fine grained searches on tweets with advanced parameters on the platform itself? Why should people expect Nostr to be private when people use it like Twitter?
For those who understand Nostr, that's fine, but there is unfortunately a portion who don't. Is there an issue with people adopting services and technologies without assessing them? I think so sometimes. Being into #Bitcoin doesn't always mean aptitude in technology (and that's fine!) but I guess I stopped being surprised that people are surprised.
Going back to the beginning, Nostr like Bitcoin is more transparent than private and has the goal of censorship resistance, not privacy and you need to use your own setup. Nostr's only objective is distributing media, privacy features is the job of apps integrating Nostr and the users of the apps and the network.
Feel free to discuss this with me. Would like to hear your thoughts.