What expectations I have, is my own business. I definitely don't agree with being mistreated by an employer and it would probably make me look for another job, if an employer did that kind of thing.
'Expectation of privacy' is a legal term. It doesn't have much to do with your personal expectations.
In any case, what I meant is that actively lying and deceiving about whether you did the compliance training (or any other employer ordered training) can probably get you into hot water.