You can't from CB > User Management. Privacy is not saved to their _comprofiler database row. You can search for them within CB Privacy > Privacy. An asset of just "profile" is profile privacy.
Actually, when they edit their user profile, I would like for them NOT to be able to make their profile private.
Edit the Profile Privacy field within CB > Field Management and under Parameters > Display > Rules you can disable various privacy rules. You can also just unpublish the field if you don't want to use profile privacy.