Connected-Autonomous Vehicles (CAV) is an emerging and fast-paced transportation field where diverse companies, as traditional transportation companies and software companies, compete for dominance. CAV's benefits are promising, and this has led to an increasing interest in the literature. Despite different levels of autonomy, people might stay (to some extent) on the control of CAV, because full autonomy remains rare in transportation. Consequently, human errors are vulnerabilities that remain as potential reasons for malware infections in CAV. Usability becomes a vital attribute to mitigate the occurrence of such errors or prevent them from occurring. We aimed to understand users' expectations of privacy towards CAV's most autonomous levels, part of users' satisfaction and CAV's usability. Our survey gathered 50 responses, among 40 vehicle owners and ten non-owners. Responses showed six tendencies of users' behavior about CAV and its privacy issues. From the tendencies, we discuss implications for the design of CAV for future works.