Their goals and wishes mean they really, really do not to be found as they worry they will be abducted again by the fae who stole them.
The primary goal of changelings is to find their way home. See, Changeling the lost p13.
The prevailing theme of Changeling is the quest to find their way home. For some this may mean reclaiming the mortal lives they were stolen away from as best they can. For others, it means finding a new home among the freeholds and Courts of the Lost.
In addition, from p32.
One of the characteristics that almost all changelings share is that they have great difficulty feeling safe. Abducted without warning and enslaved by almost incomprehensible beings, in the back of every changeling's mind is the fear that someday, something will suddenly turn his world back into a living nightmare. Changelings fear that they will be recaptured by the Fae or become the victims in some as yet unknown horror, and this fear is a central issue in many of their lives.
They want to be safe, and get home, and revealing themselves means the Fae will abduct them, as p32 notes.
Most of the few changelings who use the internet fear that the agents of the Fae will locate them if they post too many hints about themselves or their activities on any but the most private forums.
This is why they don't reveal themselves to supernatural beings, see p33.
Their natural suspicion and desire for safety is the primary reason that changelings remain so mysterious to most other supernatural beings. Changeling occultists recognize the fear that vampires, mages and werewolves might all have some secret connection to or alliance with the Fae. As a result, the Lost are no more inclined to reveal themselves to a mage or a vampire than they are to a mortal.
Now, on p35 it is revealed what people typically do if a Fae goes loud.
Mortals fear or dismiss what they cannot understand... Changelings... find themselves subjected to to violent and sometimes dangerous attempts at exorcism, as their families attempt to force the devil out of them. Attempted revelations about the changeling's fetch go over especially poorly, and can result in restraining orders, charges of conspiracy to commit murder and similar problems... Because mortals cannot perceive the changelings fae miens, at best changelings appear to be magically powerful humans with strange and disturbing delusions about their pasts.
However, some have found acceptance as mildly supernatural beings. See p36.
In the past few decades, some changelings have gained acceptance among small groups of eccentric mortals interested in alien abductions and similar phenomenon.
So yes, they totally can and sometimes do reveal themselves as magic, and then get regarded as weird, abducted by the fae, or find acceptance among a small group of people.
Notably, in my homeland of Britain, 44% of the populace claims to have had personal contact with faeries.
World of Darkness is loosely based on our world, so knowledge of the fae and that lots of people think that they're real is likely widespread. Just, Fae want to get home, are paranoid and worried about revealing themselves, and often are seen as demons or creepy magical creatures that want to murder their old self so they don't tend to go loud enough to reveal themselves to the world at loud, even if a near majority of the populace has personally met a faerie and believes in them.
Magic is seen by the intellectual elite as false, so we disregard the fact that 44% of the populace claims to have met a fae.