I'm sure even in the future the idea of a right to privacy is still around. Hermes said those words within the walls of a private home (Farnsworth live at Planet Express), and should be safe from surveilance cameras. If the right to privacy have been reigned in, I'm sure a crackpot, mad scientist like Farnsy can come up with something to jam the surveilance.
Defrostees are most likely granted some leeway, concerning laws of the future. They just woke up from decades, sometimes centuries, of sleep, and can't be expected to know everything about new laws (unless this is the same future as in "Demolition Man"
). As long as they're inside Applied Cryogenics, they're excused from minor stuff.