I think it's a question of how long the relationship has existed. If a girl I've dated for a couple of months was digging, I'd say no, she has no right. Make it a year, sure, dig all you want. Even if they never find anything, dig. If it meant that I was continuing to build trust, then I'd let it slide. But I'd also sit down and talk about why they feel the need. Am I being to closed or suspicious, that she feels she can't trust me? Was it an issue with the men before me? Or is she a control freak and is just looking for a reason to start a fight?
What is motivating them to look, that is the question that you have to address. If it's just insecurity, then it'll fade in time. Otherwise, you have to make you're decision on if it's behavior you can live with.