Well, if someone steals your private keys, you've got bigger problems than just losing your identity.
You also just lost all your Bitcoin. There is also the non-trivial problem of being able to steal someone's private keys.
But, to your point, no, Bitcoin cannot protect you from malicious theft of private key information. Just as it cannot protect you from catastrophic monetary loss if someone steals your private keys.
And as noted in the article, Bitcoin is immune to logical attacks, which is currently a primary vector for identity theft, especially at scale.