I also find this a bit suspect- the more extreme you are, the more likely you are to have something to hide. The extreme left is well aware of the way communists and hippies were treated through the 20th century, while the extreme right has been subject to a lesser version in the 21st and are very skeptical of intelligence agencies. Moderates seem much more likely to trust institutions and accept the status quo.
I have no idea how to investigate this empirically, though.
I don't really think it correlates with political spectrum at all. Similar to how "hard on crime" has a pretty weak correlation woth partisanship. It really comes down to upbringing, influences, and education on how you perceive data privacy.