Changing a Twitter account's privacy setting between public and protected changes the visibility of past tweets. By inspecting the privacy setting of over 100K Twitter users over 3 months, we noticed that over 40% of those users change their privacy setting at least once with around 16% changing it over 5 times. This motivated us to explore the reasons why people switch their privacy setting. We studied these switching phenomena quantitatively by comparing the tweeting behaviour of users when public vs protected, and qualitatively using two follow-up surveys (n=100, n=324) to understand potential reasoning behind the observed behaviours. Our quantitative analysis shows that users who switch privacy settings mention others and share hashtags more when their setting is public. Our surveys highlighted that users turn protected to share personal content and regulate boundaries while they turn public to interact with others in ways prevented by being protected.