I think about privacy often. While I post here (and on Twitter) using my given name, I assert the right to choose what I make public, and what I make private.
The argument of "you don't need privacy if you're doing nothing wrong" is bullshit. It assumes a baseline of right and wrong that elides a nuanced definition of ethics. You need privacy to be yourself.
Furthermore, especially where social media is concerned, privacy is a health concern. Privacy of identity protects against the kind of dangers that make doxxing dangerous. It protects against the kind of influence that makes advertising valuable. Protect yourself.