Just checked, Create a segment not working for me.

I think it probably has something to do with the military thing. It's been shown that you can create a dummy gpx file for one of the secret locations, upload it to Strava, create a segment from that file and then later you can check the leaderboard (after it has populated all the activities) and you can find out the names (and perhaps where they have been from their history) of the Strava users at that base. Having the names of those people is quite possibly a greater security concern than the heat map thing.