Sometimes, yes, I know you'd love to shoot the messenger. Especially when the message is 'You're not about to get the message'.
I agree that it must be forever despised when a friend tells you that there's something she'd rather not tell you. As if you just love getting your intelligence insulted! Usually, just by saying that this it is something she'd rather not say, reduces the number of possiblities of what that utterance is and what it means. Given this perimeter and some elementary-my-dear-Watson deduction, it is easy for you to know almost exactly what was uttered in your absence. Yes, that spiteful omission, that which you clearly hear absent from her utterance.
Since you wield this heuristic, the others may ask why you are incapable of just withdrawing your grudge from your friend. You'll get to know the message anyway. So why not just forgive the messenger? I'll try my best to explain on your behalf but feel free to correct me, if ever.
Your messenger-friend thought she was being kind to you by sparing you the details. Even with the gravity of your insistence, she doesn't let up and spill the godforsaken beans. You give up in the name of friendship with silent exasperation which you now confide in me. With a lot of hush-hush, you ask me what I think. Well, I think Sartre was wrong when he said that you go get advice from someone whom you think will give you the words you want to hear. What you wanted to hear from me was a rational absolution of your friend from your judgment. Dead wrong dear. I'll damn her, shoot her myself if you can't.
She didn't give you details because she thought you'll be the worse for knowing. Provided that is the truth, what I contest is the fact that she told you that she knew something then withdrew it from you. She spared you details that would harm you, sure, but she inflicted on you the worse detail in the whole forsaken tableau: she knew! If she can keep the other details with foresight and concern, why the hell can't she have the decency to keep from you that minute fact that something was being kept from you?
Well can't a friend like you demand honesty at most or finesse at least? Maybe you can't demand anything because you don't want her shot down. You don't want to be the one to end this friendship thingie. Granted. Consider though. What if the truth of her message was 'You're not really a friend in the first place', what then? The medium is the message dearie. The absence is exactly the presence.
Anyway, if she asks me if this is about her, I'll tell her I don't really know. If she insists that she feels as if something's being kept from her, I'll say 'Not really, no'. Am I not merciful? I could tell her I knew something but I'd rather not tell her. Instead, she'll have to read 'It's something fictional' from my lips.
Friend, consider your secret kept.