1) It's not obvious unless you've reused addresses that they're owned by the same entity (barring other slipups), but once you combine them you make the only possibility that they're owned by the same entity.
2) Idk what Kerkhoffs principle is but privacy on the base-layer works like this, 2nd layer etc. doesn't factor in to UTXO consolidation. Not sure what that has to do with the current convo.

sethforprivacy

bitcoin

Noob question: Is it a good idea to consolidate a bunch of UTXO's, or not?

moel

> it proves beyond a shadow of a doubt that all UTXOs are owned by the same entity

First of all, is this true? Isn't that obvious anyway cryptographically?

Second, is that relevant? Due to Kerkhoffs principle is should only depend on the key anyways and not on how the technology is used. Achieving privacy is a matter of 2nd layer. 

That's the same as achieving encryption on https instead on tcp/ip. How tcp/ip is used shouldn't matter anyway and if it does that means that there is a major design flaw.