How private are those bathroom/bedroom slides?

Those gaps are just for illustration. There will be seals around the slide that close pretty tight, plus a lip on the slide pushes up against the inner wall.

What you should be more concerned with, is that the bathroom can still be used when the slide is closed. You will want to be able to stop and take a quick potty break without deploying the slide. At least the toilet and lav. The shower might not be important to you.