It could mean something to their families, though. That may not be enough for it to be law, but I'm sure a lot of families would prefer that if something troubling came up after their loved one died, no one else would have to find out.
If it pleases living people to think that they will have a right to privacy after they die, or to force other people to not pry into their dead relatives secrets, living people could easily craft a right to privacy for the deceased.