I guess the primary place where our times are different is when it's you vs. a faceless Organization - a company or a government, where they can use your data against you while you have no target to retaliate against. In this way you may also say that we have less of that privacy with each generation, but that's because Organizations are quite recent things - your average villager of the past had neither need nor way to interact with their government the way we do today, and companies like we have now didn't even exist.
That last paragraph is probably the first time I thought that particular thought explicitly. At this point I'm not sure whether it's me conceding the point of continued loss of privacy in meaningful areas of life, or observing a strong correlation between diminishing privacy and progress of society, that may or may not turn out to be a causation of the "privacy vs. progress of mankind - pick one" form.