Many celebrities choose to live their lives out of the spotlight. Especially, when people have children, they want even more privacy in their lives. This is usually done to protect their children. If they start to expose their children to the public, then that gives the public more of a chance to tease and ridicule the children. This would hurt their children.
When Michael Jackson started having children, I believe he became even more private although I think he still had a private life before children. Some people even celebrities want a private life away from the spotlight and paparazzis. To do this, people have a tendency to stay inside in their homes, but they may go out on occasion.