Lightning is pretty private if used correctly.

The argument, for me at least, is that because of how hard it is to use that way the vast majority are using custodial wallets like Wallet of Satoshi that can see everything they do (and any rogue employees, hackers, and governments that get acces to that centralized database). Similar privacy to a bank. Even non-custodial LSP wallets like Phoenix don't offer any better privacy (they admit this on their own website)

In comparison, for the average user (by definition most users), Moneros privacy is much easier to attain. Privacy from both counterparty and third parties. Not just one.