Actually, yes! What is “important” in a general sense is a similar question to that of the meaning of life. In the end there is no external, absolute rule of nature that decides this for us but we must create our own values. And privacy is such a value. In part you can derive it from others like personal freedom but that only moves the question. Different opinions on what our values should be and how to resolve conflicting ones in specific situations is the subject of ethics and has been debated since humans could debate.

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Because knowledge is power and most people don’t like giving whomever power over them for no reason. Also, it shouldn’t matter why privacy is important to people, the fact that it is should suffice to protect it.