Correct is: privacy as a concept already existed in the Ancient era. It is one of the younger human rights, it gained wide-spread adoption in society/culture and accompanying recognition in law about 200 to 100 years ago.
If you define privacy as to be "when watched", then, sure, we've never had privacy. But that I don't think that definition is accepted by many, and it'll lead to an unproductive discussion.
The expectation of privacy has always been when traditionally not under the eyes of others. We've always had this in villages where kids sneak away from supervision.
What we're talking about now is different. It's non-privacy without community. Humans function properly in small tribal groups. If the person invading your privacy is a faceless bureaucrat, then you're much more likely to be misjudged. That's the problem.
> Humans function properly in small tribal groups. If the person invading your privacy is a faceless bureaucrat, then you're much more likely to be misjudged. That's the problem.
Small closed groups feature bullying or enable serious abusers fairly often. Misjudging kids or mistreating them, domestic violence, guys beating weaker guys were just fact of life in villages.