Privacy, no compromise
Whole flight, including embarkation and disembarkation, airport procedures, is almost always happening away from the eyes of the general public. People at airports supporting private flights are usually tough to support passenger privacy and will not ask you anything unless required by local laws. Obviously, you get total privacy on the flight itself.
On scheduled flights (no matter the class), information about you is distributed to governments as per ever expanding legal requirements, it's an obligation of the operator to do so. Currently, there is no privacy in public transport, none at all, and there's no flexibility even when travelling 1st class. Private flying is another matter, maximum level of privacy can be assured. Most of the countries (not all though) do not require advanced passenger information for private flights, so no information about you will get to automatic electronic systems where anybody can look nowadays. As operator, preparing, supporting and conducting the flight, we ensure highest level of privacy - it's part of our job.
Business jet can travel to small regional airports, where scheduled airlines won't go. Being both closer to the destination you need, and having more privacy.