What is so important about privacy? You're supposed to be working, aren't you? I can totally understand privacy when you're dealing with sensitive date that shouldn't be seen by other people.
I get this feeling. I guess a way to describe it would be to ask - are you constantly productive from the minute you sit down to the minute you leave? I work in an open-plan office, in a corner with my back to the room. As such, my monitor's in sight of 10 peers and managers. Someone might look over when I'm taking a quick break, or it might be when I've become distracted due to the noise level and am finding it hard to concentrate. Would you be happy with someone watching your screen remotely at unknown intervals?
It's not entirely logical - chances are no one's watching me - but it's brain overhead you don't need.
When people feel they have no privacy, they are more anxious, more stressed, less satisfied, and less productive. The New Yorker article linked to a published article about this: http://www.jstor.org/stable/255498
But you don't need an article to tell you this. It feels shitty to feel like you're under a microscope all the time. Basic privacy makes people more comfortable.
Human nature. It's not the "privacy" per-se, so much as the sense of security. Who wants to feel totally exposed at all times, especially in a situation where someone can easily walk up behind you? It sucks because it leaves us feeling vulnerable and unsafe.
