They are humans that have to live in society just like the rest of us. No one is completely invulnerable to society. I imagine being the target of some of these radical abortion groups (anti or pro) would be scary, especially for officials that are normally not in the limelight.
These are federal supreme court justices that rule on often (by the nature of the cases they receive) controversial topics constantly. It's not a position you take if you value privacy.
I'm sure now it's especially dangerous, but I don't think this is a novel factor in their life at this point.
Pro-life / anti-abortion people believe that a fetus is a unique human life; from their perspective, that's 60 million murders committed against the unborn.
Of course, for any who do not think a fetus is a living human, it is a hollow argument.