I'm 25, and (no joke) my parents NEVER got me my own room! I think for them it was more of a monetary issue as opposed to privacy/maturity issues. When I was 16 I went to NY without them for a school trip, so I know that they "trusted" me, but it really never seemed to click to them that my little sister and I might want our own room.

This summer I met up with them on vacation and the four of us STILL shared a room!

Now, in answer to your question (haha!) I think it's fine. I would probably make sure that it was an adjoining room, preferably with an attached door. That way, you could close it when you need, but leave it open if you wanted during the day and stuff. That's sort of the best of both worlds I think!