You can ask Xena to set an event to private at any point during the scheduling process.
Include your visibility preferences during your initial ask with something like, "Schedule a private meeting with @Ryan Cloakey called Sarah Workaversary Planning"
Reply in thread after Xena schedules your call with something like, "Make this meeting private."
JSYK: You can adjust whether Xena defaults your calendar events to public or private in the Settings panel of the Xembly Web App or Extension.
P.S.: Reminders and Blocks Times default to private, but you can adjust that, too.