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 He doesn't need to have your full name. You can trade with other people even without revealing your identity. It's a bit risky, but when you will have for example 10+ common contacts, you can give it a shot.  
 They do when you use the fiat banks as a payment method. I couldn't get around that while still accessing euro liquidity from Australia.

Vexl has a different set of tradeoffs to Bisq, robosats, etc.

I'm actually starting to prefer the Vexl/meatspace model but I don't fully understand them all yet. I can see some incidental benefits arising.