Once a club is created by the user, there doesn't appear to be a way to change the privacy setting except by admin intervention. There also doesn't seem to be a permission to allow club owners to change club visibility/privacy. Does this exist or should I make a request for such a feature?

Example use case: User creates a Private club in order to get the initial set up done in private. Once setup is complete, they navigate to the club settings to find they cannot change visibility. They then message staff to help, and an admin has to go into the ACP to change visibility.

This is correct on the front end. You would need to change it as admin if you needed to change the type of club. Please feel free to post this up within our feedback area if you wish to see this change in the future