This will probably be an unpopular opinion, especially among American parents, but having a child is never a purely personal matter. You are not merely "exercising your rights", you are creating a whole new being who will have rights of his own. Outside of the modern Western (or Westernized) experience, consultation and advice with loved ones regarding whether and when to have a child was almost necessary, since others would be heavily involved in rearing a child. A new mouth to feed was a huge, if welcome, familial and communal burden. (We still rely on our society to raise our child, through public school and the like; we just tend to be less grateful).
Beyond the fact that pregnancy and childbirth affects other people, the manner and time in which someone chooses to have a baby will affect that baby's life to a great extent. Statistics show, for instance, that being born to a teenage mother, or not having a father around, drastically increase the chances that a young man will go onto rape, murder, or commit other violent crimes. They weren't born more "evil", but the circumstances of their birth can have a highly negative lifelong effect. I have a young cousin who is in no way financially or emotionally ready to have a child of her own. If she suddenly said she was going to artificially inseminate herself, I would have no problem telling her what a bad idea that was. If she went through with the decision without telling any of her family, we would rightly be "dismayed".
All that being said, Data is making a monumental decision by suddenly creating another android. Data's own personhood and legal status as an individual are often portrayed as controversial and not fully settled; the creation of other sentient beings will require, at the very least, a new legal framework to accommodate non-biological lifeforms. This isn't a reason why Data shouldn't create Lal, but it's certainly a reason why he should have consulted and and taken counsel from the people who care about him and who can advocate for him or Lal.
In addition, Lal was highly experimental technology, and there was no telling what could happen or go wrong with her. For Data to work on her all by himself was highly irresponsible, and in fact, the end result was the creation of a feeling, sentient being who shortly thereafter malfunctioned and "died". To use a real life example, even if you're illogically touchy about parenthood rights (they're MUH kidz) and don't want anyone giving you advice, you at least owe it to your kid to consult with a doctor and not pass on congenital birth defects, if that's within your means.
TLDR: If Picard loves and cares about his friend, there's no reason for him not to offer his honest, well-intentioned advice on the subject of childbirth, UNLESS he has reason to think his friend will take undue offense. Data has no emotions and wouldn't or shouldn't take offense. Data does compare himself to other crewmates in response to Picard's "dismay", but this comparison is unfounded. Lal's creation was much more risky and problematic than someone giving birth with all of the Federation's medical resources and societal safety nets. Data SHOULD have talked about this with his friends, and gotten their advice; it could have helped to avoid Lal's tragedy.
