Privacy exists even if the government violates it due to their tax schemes. A _right_ to privacy may even exist as a natural human right. If a country decides collectively that this is the case, then what ought to change is the tax policy, not every user service.

We can argue over how easy it would be, but I would presume its possible for a government to switch over to taxing hard assets like land, machines, and shipments at ports rather than income and investment products if we decide those should be shielded by a right to privacy. Most of human history existed without a tax on income or loans (investments), an argument that a right cannot exists because of the present tax structure is like the ultimate status quo warrior-ing.