Some people are also so good at compartmentalizing that they believe this, but ask the right question and they realize they do in fact have (deeply shameful, at least to them) things to hide. Of course, you have to know the dirty secret.
Case in point: I had an ex whose grandparents lived in a mansion on a ranch in the Ozarks, and were very well off (some kind of corporate lawyers). Their public image in the community was one of great wealth and benevolence; due to some bad financial moves, they'd lost everything a few years back and their kids, grandkids, and great grandkids had scrambled to buy the house out from them, a loving gesture, so they could maintain their image. I learned of this secret (which itself isn't really shameful, people make mistakes, even big ones!) after a year or so.
They were both of the "we have nothing to hide," but one day I asked whether they'd like their neighbors to know about their penury; they told me to shut up and mind my own business.
Nothing to hide? Everyone's got something to hide, but for the most part we don't know it, because they're hiding it!!