Boyfriend is very secretive?

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My boyfriend has this whole deal where he deletes all his text messages, and constantly uses the "incognito" mode on his phone and computer. I don't think he's hiding anything from me specifically, or cheating in any way, but it's just strange to me. All his privacy settings are maxed on social media and stuff too. When I ask him, he says that his job can look into his private messages and find reasons to fire him. He works for CN. Although it's a federal job with lots of restrictions, I don't think there will be any issue with them looking into his messages. I don't even think they CAN see them. He does nothing he's not supposed to, and is very careful with his job.

It just seems odd to me. He's so uptight about his browser history and privacy. I've never been concerned about this stuff, and never even think twice about the "incognito" mode, or hiding messages. Even most of my social media is public because I'm careful about what I post anyway. Is it weird that he's like this?