Some ccTLD registries – the two-letter country code domain extensions – still don't have registration policies supporting WHOIS privacy. Unfortunately, we don't have any influence over that.
We do have a list of extensions that do support WHOIS privacy so you can check.
What we usually recommend is updating a domain's contact details to a more private address like a PO box, if possible. It will still be attached to you, but not to your physical address.
That can be updated in your domain's dashboard if you click on edit contacts.
This article also has some good information on creating your own privacy service: How To Create Your Own Whois Privacy Service.