Why not?
I think the worry comes from virus makers

LOL, apparently the melissa worm creator was identified as the worm held a GUID from his machine. With the predictable way the GUIDs are created, they were able to tell which machine created it at what time.
Never quite gotten the paranoia with MAC addresses either. Each time you see some screenshot MAC is blurred out :-?
I understand that Playstation3 hackers blur theirs out so that Sony can´t find them. But I can´t see how anyone can do an ID theft using your MAC address.