No, while this is sometimes used for private properties/methods, TypeScript never used it. TypeScript's private properties/methods are just compile-time errors, they're still public in the generated code.
You're right[0], which is weird because they got most of the way there. I guess I just assumed since they were leveraging IIFEs this would be a natural use case. I'd be interested in knowing why they didn't actually.
According to this[1] exchange on Stack Overflow, the IIFE is used by TypeScript because of other scoping issues (specifically protecting class properties before instantiation and defining interfaces).
It's a useful pattern that I used a lot, though I don't know if I would agree that it's neat. I definitely prefer the explicit annotations or even the python underscore convention.
It's a really neat pattern imo, I remember it fondly from my JS heavy days :)