Changing the MAC address does not fully hide the original
A security researcher reported a privacy weakness: when a user sets a new MAC address, the hardware address is not actually changed. The device instead applies a receive mask so that acknowledgements go to the new address, and an attacker can still learn the original.
The report asked for a fix in the USB driver and noted that sibling drivers might behave the same way.
Takeaway. In one reported case from 2013, changing the address in software did not fully hide the original. A software address change can be a partial measure; how the hardware handles it matters.