Privacy is about more than covering up wrongdoing. It can be about preventing identity theft, other kinds of theft, other kinds of invasions of your personal life, etc. etc..
Also, as many have discovered the hard way, even information that's not shameworthy can be used against you if framed the right way. This comes up for people who become political activists or journalists, who, through the honest execution of their work make enemies in high places. The desire for privacy is not something to be ashamed of.
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