Especially if your company operates their wellness programs through a third-party (as they should), you are protected by HIPAA and numerous other regulations. You should make use of the mental health resources available or you are throwing away money or your own mental health due to paranoia. I use my company's EAP all the time for counseling (autism, depression, anxiety, etc) and participate in the other wellness BS for the small cash rewards I get for doing so. I have not had an issue for well over half a decade, because the company would get maaaajorly sued for prying, and is actually incapable of doing so because these services are 3rd party.