To be clear: Leo told me that someone claiming to be female wrote him, asked for information about the possible new offices, and he wrote her to read the 10-K.

Funny that that's exactly the scenario you seem to know all about.

Nothing there to be so "thrilling" that people needed to PM her or Sqott for secret information, is there?

In no way would Leo be dumb enough to disclose inside information to some person who emailed him. So people can believe some identity on the internet, or believe the CEO of the company.