Privacy in this case can be replaced with "anonymity", too. The less free speech a country has, the more important anonymity is. But even in super free speech-friendly countries anonymity can be important to hide from the judgement of the masses who might "not get it" because of the status quo culture or whatever.

Sometimes ideas can take years to develop and make their way into a culture. If a person is attacked the moment he wants to plant the seed of an idea, either by the status quo-loving crowd or his or her own government, then progress will happen much more slowly.