It's a really good question.

Perhaps on a deeper level they are rubbing it in people's faces moreso indirectly than directly. "Becoming" Michelle Obama.

I would imagine that they get some degree of perverse satisfaction in keeping it an open secret.

And maybe there is also the element of occultism at play here...just as lies tend to snowball, secrets like these help to protect other secrets which are far more unsavory. Like why Big Mike was sipping champagne as Notre Dame burned.