I am surprised nobody pointed out yet another reason: Most of them do not need actually a secret identity.
Black Widow: Natalia "Natasha" Alianovna Romanova
Hawkeye: Clint Barton
Both are orphans and have no known relatives which need to be
protected. Both are also relatively lonely and are working
secretly for SHIELD/Avengers which is their family ersatz now.
He has actually a secret identity, his role as leader of SHIELD
is clandestine. Hydra was able to attack him because they subverted
Captain America: Steve Rogers
He was frozen in ice some decades, so all his known and loved people
are dead now. In "Civil War"
his deepest love died of age. Her
daughter niece which is a friend is working for the CIA, so she has protection (and can take care of herself).
and he lost most popularity after the defeat of the Nazis. Like Romanov/Barton the Avengers give him a group of peers.
He is one of the most powerful Asgardians and Earth is not his home so he does not have humans to fear. His temporary dismissal which caused him to be left powerless on Earth seems to have been unnoticed by any possible enemy, so his human friends have noone to fear.
Hulk: Bruce Banner
He had secret identities: Before the Avengers and when he decides that leaving the Avengers is better (Sure, they know where he is, but at least SHIELD has the decency to hide that they know it). And really, who is dumb enough to try to make an unstoppable juggernaut angry ?
Iron Man: Tony Stark
Well, he is famous in the MCU, rich and powerful. The earth has also trouble to hold the weight of his ego, so he invites enemies and in fact protecting his loved ones with a known identity is a key point in the movies. What is helping him is that many people think that he is an overconfident asshole / womanizer so they do not assume that he cares very deeply for his bodyguard/chaffeur Hogan and Pepper Potts.
Ant-Man: Scott Lang
Given that the actually has an ex-wife and a daughter, not having a secret identity may give him problems in future...