There are a great many celebrities whose lives are still private. They simply don't play the game: don't have social media, don't arrange for paparazzi to "catch" them leaving a nightclub, or invite a magazine through the doors of their house.
So it seems the confusion is two fold. People believing that their access to celebrity lives are anything other than arranged PR opportunities, and then believing everyday people should be subject to that incorrectly interpreted behaviour.
At your first point, this is really only true for celebs like Paris Hilton who make their money through appearances and are famous for being famous, but a lot of celebrities have paparazzis following them around all day, everyday and certainly don't want it. Just google "paparazzi kristen stewart" too see how much she abhors it and how invasive it is in her life.
So it seems the confusion is two fold. People believing that their access to celebrity lives are anything other than arranged PR opportunities, and then believing everyday people should be subject to that incorrectly interpreted behaviour.