Thanks to lightning we now have a layer to make transactions that never make it onchain (i.e. lightning transactions don't show up on a globally replicated ledger that can be cracked or traced 10 years from now...). With lightning it requires you to use a bit different approach and be smart about wallets you use, but the privacy can be better. This really depends on your risk profile though - if you are running a set up at the level of DNM bible, then it actually doesn't matter much whether you use bitcoin or not.

For me it does matter. I want highest grade privacy. I've been making LN tx since it came out and I still find it cumbersome after almost a decade.