The preflight script generates the privoxy user with a uid that is > 500. However, this range is typically used for regular users, not system accounts, so the _privoxy user will pollute login windows, etc.
Correct would be to use a uid between 100 and 500. See, e.g., http://codesnippets.joyent.com/posts/show/1405 for an example of how to do it.
This was observed with 3.0.10.