If you send an email to the governor of Alaska with your phone number in the email, do you really expect that information to remain private? And if so, to who? The citizenry of Alaska?
The recipient doesn't own the material and is limited when it comes to publishing it.
The folks who sent death threats to Sarah have a problem though ~ their communication was UNLAWFUL so they don't get to assert a right to restrict the message.
That's another reason to always be polite. As long as you project a pleasant demeanor no one will challenge your implicit right of ownership of your own messages.