Starting with the Diablo III 1.05 patch, Blizzard is introducing an “appear offline” feature to its games. Starcraft II and World of Warcraft will add the feature in the near future.
It’s puzzling why this feature wasn’t included in its games in the first place, but at least gamers will have the ability to be afforded some privacy while playing. World of Warcraft is a little more problematic if the player is griefing or trolling, however.