Actually it doesn't. Contrary to popular belief, criminals do not lose all their rights like that.
You retain some rights, but not them all. I don't know how it is in america but privacy in my own country isn't an absolute right. You have the right to a reasonable expectation of privacy but that level of privacy depends on circumstances, who you are and the activity in question. If a journalist has to reveal details of your public life in order to correct a false statement made to the public it is their right to do provided it isn't deemed necessary or excessive which in this case I can't see how it would be since exposing the true purpose of the money reveals that she's trans by the nature of the operation.