As a Gumroad vendor, all I get to know when a sale is made is what has been sold, and the email address used to make the sale. Nothing else - no IP address, no card numbers, no nothing.
Your email address is used to send an automated message a couple of days later, asking you to give a star rating for the story you bought, but that's the last time I use it. Your addresses will not be collected or stored elsewhere, and *definitely* not passed on to anybody else.
I realise that buying my kind of artwork is something most people will want kept quiet, I hope this reassures you that that will happen.