"Privacy and Internet are almost exact opposites, functionally speaking". (raincoaster)
(1) If you select the privacy option and then you assign categories to your posts then the posts will end up on the tag pages where the spiders can crawl them.
In other words, wordpress will respect your privacy choice but the blogger must not break the bond of secrecy by assigning categories to posts.
(2) If you have downloaded a Google Desktop then be aware that the Google spiders will be crawling your blog regardless of the wordpress privacy setting.
In other words, this is not a wordpress failure at all. The blogger created the open invitation to have Google spiders crawling all over everything he/she puts on the net by saying "I agree" to the download ToS.
(3) Don't download any desktop applications without reading very carefully before you agree to their ToS.
Don't be naive. There is a reason you are getting a free application or doodad and that reason is to spy on you. All information gained about you and your preferences feeds into consumer databases and is sold to companies with products and services they want to sell to you and other people like you.
P.S. I don't think the blogger said anything at all about having mature content.