That says that the list of rights enumerated in the constitution is non-exhaustive. That just means that rights can exist in other places besides the Constitution. But if you want to say there is such a right, you have to identify that right in some other source.

But the “emanations from penumbras” language isn’t referring to a non-enumerated right found somewhere else. It’s saying that the privacy right originates in the “emanations from penumbras” of the constitution. So it’s saying the constitution itself creates that right.