On sites such as cell-track.com or phone-location.info, for example, it is easy to find out whether a device is abroad or whether a device is currently switched on. All you need is the phone number. There's nothing you can do about it except keep your number secret.
State actors also have other options, such as infecting the device with a zero-click exploit (state Trojan). Keeping your number secret therefore also effectively protects you from government attacks.