Is the gossip factor relevant for anything but really big games, though?
The gossip factor will increase the exposure for small games. Might even have a positive effect on the sales of a small game.
Sorry to get buzz-word-y on y'all, but secrets can keep your real fans talking, which keeps the game visible... But it can also turn medium fans into BIG fans just by these things sticking in their mind, and thereby generate more
brand evangelists
who will like your product so much they'll do your marketing for you.
Personally, the number of secrets and threads left all mysterious in Undertale (do I get shot for bringing this up since it's 'the thing' right now?) kept me thinking about it probably twice the time I would have otherwise after finishing it.
BUT, post-script: Finishing a game in the first place is hard enough as is, so I guess maybe don't worry TOO much about secrets if you're not even half done yet?