If people say they have nothing to hide, ask them if they close/lock the door when they use the bathroom. It's not like their doing anything secret in the bathroom, I mean there's only a few number of things people realistically do in there and we all know what they are.
This is the best way I've been able to illustrate the difference between privacy and secrecy. Some things I do are just private, doesn't mean that they are secret.
Is there really anything you can do or say that will change peoples mind? If people don't see the problem, then explaining it is one thing, and I think the bathroom thing works okay. It won't cause them to change their mind, but you can convince them of the problem. Even if their privacy is blatantly misused a large number of people wouldn't change their mind.
This is actually an interesting question. If I lived alone, I would rather unlock my door on purpose when taking a shower, so that in case I fell and knocked myself out, my neighbors and the ambulance personnel had an easier time getting in.
I don't think anybody who lives alone locks the door to the shower (or toilet), because what's the point?
People who live with roommates or family do, sometimes. I considered this. In the end, I decided if I faint while taking a shower and hit my head, I want someone to be able to rescue me, so: door unlocked.
I'd say the security concerns are more pressing than the privacy concerns in that case. Though of course the two are related because the person who robs you also learns quite a lot about you.
This is the best way I've been able to illustrate the difference between privacy and secrecy. Some things I do are just private, doesn't mean that they are secret.