Sandboxing is the big one (think Qubes, although it is not exactly a Linux distro), as well as good security practices for the distro maintainers, good defaults for kernel configuration, timely updates, some kinda MAC.
Manjaro has little of this as a default out of the box. They are mostly able to claim that they are privacy oriented because any OS that isn't borderline spyware like Windows is privacy oriented in comparison.
