You raise a good point. I've seen (Ok and read) numerous stories with this trope. It's almost become a part of fanon it occurs so frequently.

I would agree that Jack and Ianto are both private people, but Jack is pretty open about sexual matters with his teammates. When Gwen catches them in the greenhouse, Ianto is visibly embarassed. Jack invites her to join in.

A lot of times in fanfic their relationship is shown to be more permanent/secure/comfortable than it is on the show. So would they be comfortable with someone watching them on tape in these circumstances, I don't know?