Asymptotic behavior of the empirical failure probability
Characterize the asymptotic behavior of the empirical failure probability \(\overline{F}\) as the privacy parameter \(\varepsilon\) tends to infinity, determining whether it converges to a strictly positive limit or exhibits qualitatively different behavior when the increasing variability of the posterior-to-prior ratio outweighs the widening admissible interval.
References
Although the simulations cover only a finite range of $\varepsilon$ and therefore do not determine this asymptotic behaviour, we conjecture that $\overline{F}$ may converge to a strictly positive limit or eventually exhibit qualitatively different behaviour if the increasing variability of $\mathscr{R}$ outweighs the widening of the admissible interval.
We present this as a conjecture based on the empirical evidence above, not as a rigorous PLRV analysis. Turning the qualitative observation that the bound is violated into a quantitative statement about the effective privacy violation would require a dedicated privacy-loss accounting analysis, which we do not attempt here.