Researchers postulate that autistic teenagers are more vulnerable to privacy threats on social networking sites (SNS) than the general population. However, there are no studies comparing these users' privacy concerns and protective strategies online with those reported by non-autistic teenagers. Furthermore, researchers have yet to identify possible explanations for autistic teenagers' exceptional risk of online harms. To address these research gaps, we conducted semi-structured interviews with 12 autistic and 16 non-autistic teenagers assessing their privacy attitudes and behaviours on SNS, and factors affecting their privacy. We used videos demonstrating relevant SNS scenarios as prompts to engage participants in conversation. Our thematic analyses demonstrated that autistic participants were more averse to taking risks on SNS than non-autistic participants. Yet, several personal, social, contextual, and SNS design factors made autistic participants exceptionally vulnerable to cyberbullying and social exclusion online. We provide recommendations for making SNS safer and more inclusive for autistic teenagers.