A strategy game that showed everything would be solvable by calculation. Concealment is what creates the situations players remember, and it is designed with considerable care.
Perfect information turns strategy into arithmetic
If both sides can see every unit, every resource and every plan, the better position is determinable, and the game becomes an exercise in computing it faster.
That is a real skill, and games such as chess are built on it, but it removes an entire category of play concerned with guessing and misdirection.
Hiding information restores the possibility of being wrong for interesting reasons, which is the raw material of a memorable match.
Scouting converts attention into a resource
Once the map is dark, knowing what the opponent is doing requires spending something: a unit, a building, an action or time that could have gone elsewhere.
That spending is the actual decision. A player who scouts constantly is safe and behind, and a player who never scouts is efficient and exposed.
Designers tune the cost carefully, because cheap scouting collapses back into perfect information and expensive scouting produces matches decided by blind guesses.
Concealment lets bluffing exist
If the opponent cannot see a base, they must infer its contents from indirect evidence, and evidence can be manufactured.
Building something visible that implies a strategy you are not pursuing is only meaningful in a game where sight is limited, and it is one of the deepest layers in competitive play.
The bluff also has to be affordable. A feint that costs as much as the real plan is not a bluff, so economies are designed to make cheap misdirection possible.
Hidden information manages complexity for the player
A large map with hundreds of units would be overwhelming if all of it demanded attention at once, and most of that information would be irrelevant anyway.
Fog narrows the field to what has been discovered, which keeps the decision space at a size a person can actually hold in mind.
This is why removing fog in a large game often makes it feel worse rather than easier. The problem becomes wider without becoming clearer.
The design also has to be honest
Concealment is only fair when the player has a reliable way to reduce it, and when what is hidden follows rules the player can learn.
Games that hide information arbitrarily, or that let opponents ignore the same fog, produce a sense of being cheated even when the underlying systems are consistent.
The standard players hold is not that they should see everything, but that everything unseen should have been findable had they chosen to look.