Question: Why Do Some Religions Keep Secrets?

Answer:

Secrecy breeds suspicion in popular culture. Religion, in particular, is expected in the West to be open, honest and welcoming, based in large part on the model of Christianity.

Plenty of religions involve secrecy, where believers are told things forbidden to outsiders, and where further information in often revealed in stages as believers rise through the ranks.

Most often today these religions have origins in the occult, but they are as varied as Scientology, Traditional Wicca, and magical traditions such as the Golden Dawn.

Protecting the Sacred

There are two primary reasons for secrecy within religion. The first is to avoid profaning sacred knowledge. Knowledge in religion is not always meant for everyone. Knowledge is sacred and should only be exposed to those who will properly respect it.
Those who operate in Christian-influenced systems sometimes quote Jesus's Sermon of the Mount where he counsels his followers not to throw pearls before swine: do not casually expose sacred knowledge to those who cannot comprehend it.

Knowledge Is Dangerous

Knowledge isn't merely abstract information for many of these religions. Knowledge is power, power is dangerous, and responsible people do not hand dangerous power to those unprepared to handle it. In the hands of the unprepared, spiritual knowledge can be dangerous to themselves or to others.
The elevation though ranks within these religions isn't merely (or even primarily) about hierarchy.

It is about preparation. Newcomers are educated and trained so that they are ready to comprehend the lessons of the next rank. Elevation to that next rank is an outward acknowledgement of the person's accomplishment, understanding, and readiness.

Historical Predecessors

Secrecy within religion is not a new development. Renaissance occultists recognized that the knowledge they collected was to only be shared with the elite, and in the hands of others was incredibly dangerous and profaning.
The mystery religions of Rome were built around the concept of initiation and secrecy, where outsiders commonly knew only basic information about the group's practices and mythology.

And while Christianity is seen today as open and inviting, it can't be forgotten that for most of it's existence, the Catholic Church performed all of it's rituals and wrote all copies of scripture in Latin, which was understood by almost no one outside of the Church. While there certainly was no specific rule against teaching laypeople, the practical result was that nearly anyone in a position to read and, thus, interpret scripture had been first educated by Latin-speaking clergymen.