Not that it's a big deal paying a couple extra dollars for privacy, but I don't feel I should have to pay for privacy.
If you pay exta for "privacy" you are really giving up legal ownership of the name to someone else with a contract to get it back. Of course those kinds of arrangements always have the potential to go bad. If they didn't give it back, how would you have proof that it was supposed to be yours, and how would you sue for it? There are any number of ways that could turn out to be a huge hassle.
So, yeah, if you are all paranoid about it, you are out of luck.