Personal privacy in the modern sense became a cause in the USA in the late 19th century, with the massive expansion of newsprint and the development of cameras and professional snappers. Prince Harry clearly has not quite caught up yet. Even the Romans knew what the problem was: privacy was very hard to come by.
The reason then was that every top Roman had, as a mark of his status, an army of slaves with him most of the time, ready to do his every bidding. Crassus had 800. Horace composed a poem announcing that he was accustomed to walking alone, but in a few lines it appears he had his slave with him. An aristocratic wife would never venture out of the house without companions; if an adulterer was caught in her bedroom, he could reasonably claim he was pursuing the slave girl who slept in her room.
But slaves were notoriously untrustworthy. That is partly why (as Cicero said), decorum was one of the statesman’s essential virtues: it was decorum which ensured that the good statesman always exerted that stern self-control that marked out the true Roman noble and did not make him a hostage to fortune (let alone to slave duplicity). It is true that many an emperor did select hand-picked slaves to help manage affairs. But since their privileged livelihood — and life — depended on their total loyalty, these could be trusted with even the most intimate secrets. And it (largely) worked. Roman historians regularly had to resort to rumours to explain what was going on: on certain issues there was simply no solid information available.
Captain Wales surely regards it as decorum pro patria mori. Prince Harry, however, seems incapable of seeing that it is also decorum that he control certain appetites of his, or at least keep them out of the public gaze. If he cannot control them himself, his ‘slaves’ — i.e. security — must get a grip and at least ensure they remain private. This all makes the prince and his entourage look pretty dim, but Romans thought adolescence lasted till 30. What can you expect?