From what I understand, the Buddha said he would not explain the depth of his understanding because people would simply not believe it. He understood that his value as a teacher would be greater if he kept his mouth shut about certain things he understood to be true.
Oh, my mind races with this! Lol. What did he know that he couldn’t tell us? I mean, he did teach very deeply about the underlying nature of reality, and that in itself is pretty unbelievable! Lol. But I think he meant understandings that would frighten people or make people think he was insane, incorrect, or worse. Perhaps he understood something like we are all living in many multi-verses, where infinite versions of ourselves exist. Maybe not. Maybe he knew of extra-terrestrial beings. Maybe not. Maybe he knew of ways to transcend time and space and therefore could witness any point of the history of the cosmos, past, present or future. Maybe not. Maybe he knew of secrets that are even more insane and unreal! Maybe not!
Oh, my brain loves thinking about these things. Now, in and of itself, this is not good and not bad. It just is the mind working. Now, when I get caught up in these thoughts and attach to them, then I can feel the Buddha reaching through space-time and tap me on the shoulder! Tut-tut! I smile and realize that exploring truth is joyful and correct.. but when I attach an idea of what the truth will be before I experience it, then I fall. You know, the same is true with science. Proper, good science always is done without an attachment to the result. When we think we know what the answer will be beforehand, then we might skew the result. Maybe that’s the simple reason the Buddha withheld information.. so we do not skew our results!!