1. A prying person might believe that you might be engaged in actual wrongdoing.

2. A prying person believes that you are engages in something that they think is wrong, but actually isn't wrong.

3. A prying person doesn't believe that you are doing anything wrong. They are just trying to get on your case because they are controlling or malicious. Or they think it's fun.

You should also consider the possibility:

1a. A prying person believes that you are engages in something that is wrong, but that you mistakenly think isn't wrong.

Yes, I know this is technichally a special case of 1., but it's worth considering separately since people tend to be bad at considering the possibility that they are wrong.