I can’t imagine people identifying themselves to the public so quickly. I’d think one would want to become invisible so fast just to protect their family.
At this level, I’d put 24x7 armed guards at the parents’ houses.
Maryland had a large powerball winner (bought Christmas Eve 2011) and even though the winner lived in PA, they bought the ticket in Maryland and per Maryland law, did not have to have their identity published.
I would think that Mega-Millions is probably the same way.