There is no indication of privacy mentioned in Holy Bible , but heaven shod be place without worryies or anything typicall human needs , so privacy won't be a concern
Heaven is a very wonderful place that is filled with happiness, joy and less worries so i don't think anything about privacy was mentioned in the bible.
Privacy is for personal matter so I don't think it is needed in heaven because all who will be in heaven are like angels who serve God day and night for his glory.