Well, GOA, that is just the point, there is no secret anymore, the cat came out of the box, as Kaija, put her ovaries together and told the truth in chapter 2.
Also to take in consideration, is that the "Relationship, is not so long, only about 1 a half year, as couple, there was a long friendship before, yes, but that alone is not a reason to spill all secrets, plus there are things, that she had to keep secret due to the oath she swore as she joined the Knight Templar order.
Anyway the much darker secret is kept by MC's father and Hilda his mother.
I can completely understand that you and your wife IRL don't have secrets from each other, as do I with my queen of heart, we even are to some point "ruthless" sincere and open towards each other, (what with our temper is..let's say not boring at all
)
to get to this level in the VN MC and Kaija have to grow together so to speak and make their "marital contract"
Edit:
ThorinKing MC has really no other option, as to dance to the music of the events unfolding in both world, plus his sister is sucked in as well,