Privacy is one thing, being afraid to tell people significant things in your life is quite another. Not telling your immediate family you were getting engaged is a little unusual. I respect your right to do that, but that would NEVER fly in my family. Some people take their right to privacy a little far at times.
I totally understand that people have a right to keep their medical conditions to themselves, if they so desire. I also get that some people are TOO FREE in sahring intimate, eprsonal information with people who a) are not interested and b) probably should not knwo these things about them. If someone does that, tell them you are uncomfortable with the line of conversation, that you feel it is a little personal, and change the subject. Understand, though, that sometimes people need to vent, so if you don’t want to be the captive audience make your excuses and end the conversation.
I have had a lot of people tell me some very personal things because they know it goes no further than my ears, and I am a sympathetic listener. Once in a great while, I even have some good advice to dispense (I try not to it too often, though, LOL). As to people who are so open with you that they expect quid pro quo from your end, well, you are not responsible for what someone else thinks. You can share or not share your personal life stuff with them. Make no apologies. If they say something, so you tell them you appreciate that they are so comfortable with being so open with you, but while you value their friendship, you are more introspective, and it is nothing personal.