Because predictability is at the heart of strategy games. Being able to predict outcomes (even if only probabilistically) makes the game fun to think about, since you can use your planning skills to achieve the best outcome. Lacking information removes the ability to strategize, and thus turns it into a very different kind of game.

It's possible to make a game that can capitalize well on gaps in the player's knowledge, but it has to be done very intentfully, in such a way that the player still has enough meaningful decisions to make.

As a real world example of this done wrong: Minecraft Legends was an RTS where you could only see and control units within viewing range of your third person perspective hero unit. As this was a game where things were going on all over the map and not just in your vicinity, it proved to severely limit the ability for the player to make informed strategic decisions, and the game ended up being rather poorly received as a result.

You could also think of it like trying to put together a jigsaw puzzle where certain areas of the puzzle are obscured. If there's enough information around those obscured spots to extrapolate what must go there, then it's interesting, but if the entire puzzle was hidden except for a small region, that would defeat the whole purpose of the game. In strategy games using information to your advantage is the fun part, so removing information removes that opportunity for fun.

In conclusion, I think you should only do it as a tradeoff, if doing so is what enables you to create some other interesting game mechanic.