If you have privacy concern, i suggest you to use Desktop wallet, whether it's SPV or full nodes wallet such as Electrum and Bitcoin Core.
if someone has privacy concerns then SPV wallets may still not be the solution for them because they will still be relaying on third parties who can know their identity including all their addresses which are connected, their IP address and how they use their coins.
because for example when you use Electrum you connect to a server (an Electrum node) and ask for your transaction history for ALL your bitcoin addresses and they can see your IP. you can change your IP of course but they still connect your addresses.
full nodes are the only solution for this.
True, but i assuming the users use secure/stealth connection such as VPN, Proxy or Tor when use SPV wallet since the user have privacy concern, but might don't have good internet connection for full nodes.
The real risks is Electrum server/nodes can get list of address that requested by someone and that someone can be tracked easily if he post even an address on public discussion on internet.