Nope. I tell it everyone who asks about my hobbies.At work, I'm in the RPG closet. Are you? Is it wrong to hide your hobby if you think people will look down on you for it?
I've also mentioned it in job interviews(!).
Some of my fellow gamers are ex-colleagues. Some of my current colleagues also play rpgs.
There's zero reason to hide it. There are lots of reasons not to hide it.