They've said they want privacy, but continue to do everything possible to keep a public profile. Some of the things they were complaining about in the documentary (which you admit you haven't seen) is total nonsense. It isn't all drones flying over their luxury villa or white transit vans following them, much of it is largely low level exposure and things like people writing tweets. They have made a documentary, people tweet about it, they complain. It's pathetic.
They are a bunch of whiney cry babies with a massive amount of privilege and zero self awareness. That doesn't mean that it is ok to spy on them, but that isn't the point I am making.