What if I'm in Saudia Arabia and am an atheist?
I'm not suggesting if you haven't done anything wrong you have nothing to hide, because that's actually a completely misleading argument that can be easily shown to be a false notion anyways.
Privacy, as I said, is created by two things, neither of which one is really in direct control of. The first thing is how polite other people are making a deliberate choice to be... invading someone else's privacy, for any reason, almost invariably amounts to rude behavior. Privacy is a courtesy that as civilized human beings, we should always extend to those around us. The world, however, has more than its share of rude people, nor can you really legislate that people not be rude to other people, so the measure of confidence you can have in privacy in this factor is entirely out of your control.
The other thing that creates privacy is something that you may have a small amount of indirect level of control over, which is how disinterested other people are liable to be in whatever it is you are doing. but the only way you really can influence this is by taking efforts to try and secure some measure of privacy for yourself, to the extent that you do not harm other people or infringe on their rights, and to a degree that the efforts that must be taken by others to overcome the efforts you have put in to secure some privacy are likely to outweigh how interested other parties might be in knowing about whatever it is that you are keeping private. Such measures might give you a greater feeling of confidence or security, but since you actually do not have any real control over what other people might want or how badly they might want it, I would still suggest that any appearance of privacy you may seem to achieve for yourself is still going to largely be illusionary. Certainly, if the efforts required to overcome whatever barriers you try to put in place to give yourself some privacy amount to needing to break the law, then you can probably have a high degree of confidence in how much privacy you have, as long as whoever might be interested in your private affairs has not been offered any legal immunity... and you certainly deserve to have legal recourse when someone infringes on your privacy in that regard... not because they infringed on your privacy, per se, but because of whatever law it was that they actually broke.