Secrecy is hidding something from your partner. Privacy is having a little space in the relationship, it's a little you time. There is a big difference. Just having privacy in the relationship is not too bad. It gives you both space to continue having a little curiousity, a little mystery. However secrecy is a bad thing. You are trying hard to hide something from your partner because something could go wrong in the relationship if they knew about it.
For example, I love my privacy. We have a room in the house devoted as my office space/hobby room. Sometimes I disappear into this room for hours. It's my private area that I adore. But it is not a secret, he is welcome in if he wants. Even so, he lets me have my private time and he plays video games or goes frisbee golfing while I'm enjoying my time alone.