I'm speaking from no official position or first-hand knowledge, just books and documentaries.
Here's another example, from a documentary I saw a few years ago. A family had been relocated into the WP program. New names, new identity documents, the whole works. They had just moved into a new home and settled in when the agents caught something they'd missed. The daughter had a bicycle she had brought with her. The bicycle had her original birth name scratched into the handlebars. Now, there was no evidence to even imply that any of their new neighbors had seen the name on the bicycle, or for that matter even the bike itself. But it didn't matter. There was only one possible safe course of action – yank the family out of their new home and do the whole relocation bit over again; new place, new identities, etc.
Given examples like that, I'd think that if WP caught wind that a reporter's queries were getting too “warm” they'd be far more likely to just yank the witness and relocate him. Even if they could trust the reporter to keep quiet, the fact that one reporter figured it out would mean that the witness's new identity and cover story wasn't as good as it should be.