Why is Masonry so secretive?

It really isn't secretive, although it sometimes has that reputation.

Masons certainly don't make a secret of the fact that we are members of the fraternity. We wear rings, lapel pins, and tie clasps with Masonic emblems like the Square and Compass. Masonic buildings are clearly marked, and are usually listed in the phone book. Lodge activities are not secret - events are often listed in the newspapers, especially in smaller towns.