It's not keeping it a secret when it's no one's business but their own.
It's really no different than when a TV show suddenly drops a major actor.
I was watching Babylon 5 recently and after the first season I was like "wait, the main commander guy isn't here anymore?" And in the same show a season or two later, a fairly major psychic lady just disappeared or they killed her off at random.
When an actor or cast member departure is done really suddenly it's understandable that people will be curious about what happened, especially when it's one of a two man duo. A good way of handling something like that is like Patrick Klepek did when leaving Giantbomb; writing a nice letter to the fans letting them know the reasons for his departure before leaving. Did he need to? No. Is it any of his fans business? Maybe not (does watching ads and contributing to their revenue make it people's business? Not sure, personally), but by doing so it's both polite and gets ahead of any potential drama that can be caused by not saying anything at all and causing the show to have a cloud hanging over it for a while.
Personally I hadn't noticed Jessi was gone on RLM since they regularly swap out members for their episodes and haven't exactly done a lot of Best of the Worsts lately, but it would be a shame since she was enjoyable to have on the show.