Hi Cory!
Thanks for taking a look. CC nopara as I think your questions are the same.
I think there are a few reason we won't see functionally worse privacy:
1. RBF/CPFP may require the use of an external to the original transaction to pay sufficient fee.
2. RBF/CPFP may leak which address was the change and which was the payment.
In addition, I think there is a benefit in that:
1. RBF/CPFP requires access to the keys in the same 'security zone' as the payment you made (e.g., if it's a multi-sig to multi-sig requires m of N to cpfp/or RBF, whereas sponsors could be anyone).
2. Sponsors can be a fully separate arbitrary wallet.
3. You can continually coinjoin the funds in your fee-paying wallet without tainting your main funds.
4. You can keep those funds in a lightning channel and pay your fees via loop outs.