Risk? Say what!? We're talking about celebrity status. You know, the type of people that can do all manner of illegal drugs without recourse. The ones who can use their fame as capital enough to buy their way out of a jam.
As a celebrity, you can do stupid crap in public without much penalty, so what you do in your bedroom is pretty much safe from anyone's judgement. If anything, such a status would only enable someone to have even more fun with any particular fetish.
Hugh Grant
Tiger Woods
Kobe Bryant
David Letterman
Woody Allen
TR Knight
Lindsay Lohan
Michael Jackson
Roman Polanski
I can go on. It depends on what kind of celebrity, what you represent to the masses. Your public persona/image.
If you're a celebrity you can be even more easily destroyed by what you do in the bedroom no matter how much money you have. It'd be stupid to believe your private life is truly private. Why? Because you have much, much more to lose than just some random dude on the street does. More money, more of a reputation to uphold or continue to portray whether false, played up, or not. More people to answer to. The average Joe has his family and maybe his boss and co-workers to answer to. Maybe even the neighborhood he lives in.
A celebrity has an entourage of agents, publicists, managers, lawyers, fans, producers, studios, record labels, etc. to answer to. They are owned. They are property and not much else.
Their reputations and likability or dislike-ability in some cases are what sell. They're everything is enlarged under the microscope of the world thanks to gossip rags and the Internet. Because millions more people give a shit and will judge you, try and make money off you, destroy you out of jealously, power trips, extortion or simply because they don't like you.
Rant over.
To answer the OP, if I personally suddenly became a celebrity, like Glam said it isn't possible to give up a fetish. But the way in which I satisfied it or discussed it would certainly be altered for reasons of protection extending to myself to those I care about.
So yes. Things would be given up.