For Privacy and Government depictions in Everything Everywhere All At Once you have to dig past the surface level action. The centerpoint and main driving force of the first half of the movie is a IRS audit. This audit as a plot device to show Evelyn's personal financials to the audienjce but it also makes her feel overwhelmed and exposed. It brings into question "how much of your personal life should the government be able to see? " With this part of the movie being more grounded we have the IRS building feel oppressive and suffocating and highlights how a faceless emotionless systems can feel invasive even when they are performing mundane tasks and following routines.
In the film they also use universe jumping where they can temporarily share experience, skills and training with their alternative selves and see glimpses into what their life would have been had something changed. Throughout the film we see several instances of Evelyn, andTupaki using this and both of them would end up being split across the multiverse. Explored in this sequence is the question "Who are you really?" between all of the different universes and selves the boundaries between your selves also disappear.
In the second half of the movie we are introduced to the rest of Alphaverse who explain they have been observing not only her but also other Evelyns throughout the multiverse. While not introduced explicitly as a government their actions protray organized structure. During their protrayl we deal with surveillance, preemptive enforcement and loss of individual autonomy. The Alphaverse runs a large surveillance network throughout the multiverse leaving no places for Evelyn to hide as well as providing the feeling that nothing is private resemling current fears about our government utilizing large amounts of data to track and surveil us. Throughout the film they track and monitor Evelyn not for something that she did or will do but simply because of what her counterpart did and her connection to Tupaki echoing real world concerns with predictive policing. Lastly the Alphaverse do not treat Evelyn as a person, when Alpha Waymond witnesses her hesitation he percieves this as weakness and believes that she is not the one he is looking for and prompt leaves her to deal with the fallout of his actions. This action high lights that he is not there for her but rather for her capability and potiential as well as her usefulness as an asset.