Privacy is a facet of freedom.

It gives the ability to speak and communicate without fear of being censored or surveillance (edit to add: and when there is censorship & surveillance it gives helps regain some of said freedom). It supports other freedoms like voting and freedom of association. It reduces the ability of others to harass or threaten or stalk you, making your daily life easier. It allows for whistleblowing against illegal acts of companies or government entities. Journalists and their sources often need it as part of their ability to freely do their jobs.