He may have been saying it wasn't good for YOU to go looking for information about him since clearly it upset you. His concern may be more about when you go seeking out information (or whatever), you have to be prepared for whatever you find. Kind of the you get what you asked for kind of thing. If a person knows they have the potential to be upset if they find information about someone, then perhaps they need to stop that urge to look before they do so.

In other words, his concern may not be about his privacy. His concern is that you set yourself up to find something that would be upsetting perhaps and sure enough it did. There are people on this forum who know delving into their T's personal information is upsetting to them even before they do it, but they do it anyway. Perhaps your T has seen you set yourself up this way before in other ways? Just a thought.