There is actually no single generic right to privacy. There are, for example, state and federal laws generically known as "wiretapping" laws, which restrict interception of communications. In some states (California and Washington), you need consent from all parties that would be recorded, in order to record a communication. In other states (the majority), it is sufficient that one party to the communication consents. This, however, applies to speech and not to pictures. The primary motivation for these laws was to prevent police from surreptitiously recording phone conversations (without a warrant).
Trespassing law also generates a certain right to privacy -- you can't sneak into my bathroom and install a web camera without my permission, because that would be trespassing. There might also be specific laws about secret photographing in circumstances where it would be indecent to take a person's picture. Then there is also a right of publicity, again the details vary by state, where you can't freely exploit a person's name or image for commercial purposes. California has strong laws of that nature. Plus, even when you can legally get away with taking a person's picture in public, you may have to go through the hassle and expense of being sued, and the negative publicity surrounding your intrusions may be bad for business. So various steps can be proactively taken to avoid negative outcomes, even when not absolutely mandated by law. Perhaps the incident is in California and the intent is some kind of commercial exploitation (permission required), and perhaps the incident is just caution.