I don't even see why "did person X get spied on?" would violate anyone's privacy anyway, especially if person X didn't know about the spying to begin with. They're not asking why anyone got spied on.
Knowing that someone was the target of investigation/spying-on of one particular person would be very damaging to the credibility of a person. It doesn't matter if you don't tell the public why, the mere fact of telling the public that they were spied on is enough to damage someone's carrer & life.
It's debatable whether this falls under "privacy" or general "right not be slandered" etc.
It depends on the quantity of people who were spied on. If it is everyone, then it means nothing. If it is you and a few "terrorists", then people will draw conclusions.
