While I respect the wishes of artists, in this case writers, I personally would want to know if a favorite author of mine put out a new piece of work under any name. I get that it's a way for them to put something out without the potential burden of past famed works clouding the judgment of readers and critics taking in a new piece of work, but I can really only think about my personal wishes as a fan.
An author should be able to write under a pseudonym. There could have a variety of reasons to not reveal oneself, and this should be respected. Forensic linguistics recently outed J.K. Rowlings as the author of The Cuckoo's Callings, but there is not reason to do so. I think author's should have a right to privacy.
There are many, many authors who write under pseudonyms. Some may do it to protect themselves from backlash of the stories or just simply to remain in private and out of the press. The only time I could see it being a problem that an author use a pseudonym is if they write under several different names. Then if a person enjoys reading literature by this author they would have a hard time finding other books.
When I read a book, I care about the quality of the writing. It doesn't really matter to me who wrote it. Authors have been writing under assumed names for centuries, and they have the right to do this, regardless of their reasons. If the writing is good enough, the name isn't an issue.