Because they're nosey, it's really that simple. I'm guilty of being a kinda nosey person myself. But, the real problem comes from when they're nosey and judgmental assholes about it.

I let an acquaintance (I don't wanna refer to her as a friend) use my phone to take a video at a party, because her camera was broken. After she went through my pictures, and found some nsfw pics a guy had sent. And by some stupid leap of logic, that mere mortals like myself can't hope to comprehend, she decided that I had somehow sexually harassed her and everyone needed to know what a pervert I apparently was.

She tried to call me out for being some kind of perv in front of a bunch of people when I asked for my phone back, but thankfully everyone was cool about it and actually thought she was the creep for going through my pics and showing them to people. Now I don't loan phone out to anyone as a rule, and keep it locked at all times.