Are you a lawyer? How confident are you that you aren't doing something illegal? At 30 seconds of thinking of an interesting example, there are still blasphemy laws on the books [0] in some parts of Europe and it isn't clear how compliant what people say at home is with hate speech laws. And there are a lot of laws out there that most people don't know about.
There isn't any reason to think people are obeying the laws in the privacy of their own spaces. Historically there are actually good reasons to think people are disobeying the law, but the laws are stupid and it is better not to check unless there is a political opponent to take out (eg, anti-homosexuality regulations).
Some countries have defacto blasphemy laws as part of hate speech (in Europe) or social harmony (in Asia) laws. This is covered in the wikipedia article
There are definitely more countries that have blasphemy laws than are on the list on that page (e.g. Sri Lanka).
I, and everyone else, are doing illegal things all the time. As you point out, that's the nature of our legal system. So it's not terribly persuasive to say, "well are you sure you're not doing anything illegal" because it misunderstands the reason why we all haven't gotten arrested. It's not because of privacy but because almost all of us are below the notice of the police. You even cite an example of how privacy doesn't save you in exactly the cases where you think it ought to.
There are arguments for maintaining privacy but I don't really think this is one of them.
You seem to be arguing something slightly off the thread topic. Jenadine typed "But I don't care what the authorities think of me as long as I don't do anything illegal, they won't care".
And I'm not sure who you are to say you are "below" the notice of the police. The police are primarily there to police the people at the bottom of society. The higher up the ladder of social status people climb the less they have to do with the police.
There isn't any reason to think people are obeying the laws in the privacy of their own spaces. Historically there are actually good reasons to think people are disobeying the law, but the laws are stupid and it is better not to check unless there is a political opponent to take out (eg, anti-homosexuality regulations).
[0] https://en.wikipedia.org/wiki/Blasphemy_law