Because you don't want to publish "this weather balloon was incorrectly identified at first because the only radar system pointed in that direction can't tell t

Because you don't want to publish "this weather balloon was incorrectly identified at first because the only radar system pointed in that direction can't tell the difference between a flock of birds and fleet of bombers" or "we know that wasn't a chinese stealth drone because we already know that looks like this." By disclosing what you identify and how, you reveal your capabilities and limitations. While some information may be harmless, you never know what a sufficiently clever adversary could exploit. Given that there is no benefit to making the information public, secrecy is a good default behavior.