Dynamic spectrum access enables opportunistic users (OUs) to access underutilized licensed bands by querying spectrum databases. However, the operational details of the incumbent users may leak to OUs during the query process. Privacy and exclusion zones have been proposed as effective countermeasures to protect the IUs' privacy, while also managing interference. In the case of multiple heterogeneous coexisting IUs, there is an inherent tradeoff between their achieved throughput, which is controlled by the received interference, and the utility provided to OUs, under a fixed privacy constraint. In this paper, we address the problem of maximizing the utility of rational IUs, defined as the weighted sum between the IUs' capacity and compensation from allowing OUs' opportunistic access while meeting the individual IUs' privacy constraints. We formulate the interaction between the heterogeneous IUs as a non-cooperative continuous game and derive the Nash equilibrium that maximizes the utility of each IU. Our simulations show that the NE solution improves the individual utilities of the IUs compared to a joint optimization approach, where the sum of the utilities is maximized while providing more fairness to the IUs.