There is no explicit mention of abortion (or privacy) in the Constitution, just as there is no explicit mention of Presidential immunity. Roe and, more convincingly, Griswold are based on a reading of the word "liberty" in the Fourteenth Amendment. Presidential immunity is based on separation of powers.

I said in my comment that the Trump decision goes too far. I am not defending it, not am I attacking the earlier substantive due process cases. I'm just saying that both sides read between the lines when it suits them. so "Where does it say ....?" is rarely a persuasive constitutional argument.