We all have something to hide. For the most part, we have legitimate reasons for hiding personal information. The government doesn't want civilians to know ICBM launch codes, and neither do I. Movie producers don't want you to know how their films in production are going to end. While I love spoilers, but many people understandably dislike them.
Common people have legitimate reasons for concealing things about themselves. For example, I am 34 years old, and I have never been married. From that statement, you may logically conclude one of three possibilities: 1) I have engaged in premarital sex that some people might judge to be sinful 2) I am a 34 year virgin, and some people would ridicule me if they believed that 3) I've just lied to you about having never married. I believe that if the truth about my private nocturnal activities were widely known, I would be treated unfairly in my personal life and professional life. (No, I'm not gay. But unless you want to sleep with me, why should you care?)
I also don't want people to know my comings and goings, and what sort of stuff I have at my home. Maybe all I have is a 10 year old computer and an analog TV, and I'm embarrassed by my home's lack of amenities. Maybe I have all sorts of cool gadgets and I don't want people to know that because they might try to steal my stuff.
What we don't have a right to do is cover up the activities that we didn't have a right to do in the first place. A con artist doesn't have a right to wipe his computer if the police are on their way to arrest him for ripping off pensioners. And the government does not have a right to cover up its own misdeeds or the misdeeds of others.
Often it isn't the scandal that ruins a politician's career, but the cover up. Nixon was forced out of office because he tried to cover up the Watergate burglary. On the other hand, the public largely forgave Bill Clinton after he admitted to having sex with a subordinate. The current administration would be wise to learn from these two examples.