Are there any significant differences wrt privacy between an eSIM and a regular physical SIM card?
The big one is someone can’t just take your SIM card out of your phone and use it in their phone, although that can be mitigated with a SIM PIN.
SIM cloning and swapping attacks are what you’ll be exposed to with physical SIM.
There should be some info on this forum so I’d recommend researching a bit more and reading up on whatever you can find.
There are pros and cons to having either.
Traveling privately and securely is difficult with an eSIM. A lot of travel eSIM providers have been discovered to route your connection through Chinese-owned servers regardless of your eSIM location. There are not a lot of good options if you are planning to visit countries (i.e. Southeast Asia) that do not readily sell eSIMS. Be prepared to head to their version of a carrier store instead of acquiring a cheap sim card at the airport or tourist center.