As a general rule that is true but exceptions can be made. There was a case a few years ago when a man was sued (or prosecuted, I can't remember which) for placing a small camera on an open staircase so that it was aimed up the skirts of ladies walking on the staircase. The court ruled in the ladies' favor claiming that they had a reasonable right to privacy against someone aiming a camera up their skirts.
Well yeah.
But no one is saying Alex Jones filmed her under her dress. Now that would be interesting if he did.