The little turtles and their master went over in armor every time. Luke told them not to talk about themselves or ask the others their real identities.
Luke said the same thing to everyone else.
Of course, this could just be considered a friendly reminder.
If anyone wound up liking each other and wanted to become true friends, Luke wouldn't stop them.
But Luke had to prevent them from dumbly and impulsively revealing everything about themselves at the start.
This wasn't a novel.
People who were quick to leak information about themselves would accidentally divulge information about their teammates sooner or later, even if it wasn't on purpose.
It was better to let Batman be the "bad guy" and get this thing out of the way first.
After all, Batman's identity was still a mystery to everyone except Selina.
Since he had the halo of justice, it was hard for anyone to doubt him.