My nickel's worth...

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A 6' tall privacy fence will b subjected to a fairly large wind load.

I advocate setting the posts in concrete, with a few caveats:

First, I coat the bottom portion of the post that will be sub-grade with an asphaltum-based product like foundation coating or a roof coating product.

Either brush it on or roll it on, getting the bottom and the sides.

When setting the posts, place the post in the hole. Then backfill to cover the bottom 2"-3" or so of the post. Then tamp the fill to coompact.

Then pour the concrete. You'll end up with a concrete "collar" instead a totally encasing the post in concrete. Slope the top of the collar away from the post.

As the post shrinks and swells over the seasons, a small gap may form between the post and the concrete collar. The collar will allow water that gets into this gap to drain out the bottom of the collar since it's a collar and not a concrete "boot." What water that does get in the gap will not cause significant harm to the post due to the asphaltum-based product protecting the post.

Concrete will not cause your posts to crack.

I live in New England and in thirty years have never had a post set with a concrete collar fail, or heave due to freeze/thaw.

Some that were set with a compacted gravel fill have.