Mixed Reality (MR) devices require a world with always-on sensors and real-time processing applied to their outputs. We have grappled with some of the ethical concerns presented by this scenario, such as bystander privacy issues with smartphones and cameras. However, MR technologies demand that we define and defend privacy in this new paradigm. This paper focuses on the challenges presented by eye tracking and gaze tracking, techniques that have commonly been deployed in the HCI community for years but are now being integrated into MR devices by default.