Privacy, as it exists today, is entirely a modern invention. For most of human history people lived in small groups where everyone knew everyone else very well. It was not until industrialisation that we had mega cities where no one knows anyone.
You are correct that small groups were often tightly knit. But you are ignoring the persistence of modern surveillance: Your neighbor or clan-mate never followed you everywhere. Since the invention of shelter you always had privacy in your home with your family. You could always have a confidential conversation with a friend.
All of those things are more difficult now than they were ten years ago, or hundreds of years ago, or thousands of years ago.
Furthermore, you never had a statistical profile built on your behavior, where members of your society could predict your movements and desires.
Someone already mentioned issues with your statement, but I will add on another issue. Even when living in small, tight-knit communities, if you screwed up your social standing (for whatever reason), you had the option to leave the group, possibly to another group, without your entire life-history following you.