As you can read in the announcement, relays that are not in your list are connected to via Tor, so that should cover your IP worries.
The websocket handshake overhead should not be too much of a concern in terms of data consumption, as to how redundant the data that is being pulled in i can't comment, but even then, its just a bunch of text/json so are those bytes/kilobytes really that much of a problem to you?
Finaly, i really think you should read up on how Nostr actually works, all those relay connections are in order to fetch the events you want to read, it has nothing to do with where you publish; and regardless, if you want to rely on your own relay, you above all should want people to use this new version of amethyst.
