It's often a money/contractual thing, not an underground thing. Sometimes events are contractually bound to keep certain artists secret until other events announce their lineups, as part of a non-competition clause.

I'm just making this up but imagine if A&B were playing both Coachella and a 'secret' show in socal prior to Coachella. If A&B were to announce their set well in advance, Coachella/Goldenvoice could potentially lose ticket sales. The loss from fans of one artist would be negligible, but spread it across multiple acts and you get it. Coachella wants to avoid that, so it's likely that part of their contract specifies when and how said artist can announce their Coachella performance. By not explicitly announcing a lineup for other events, artists/labels are able to skirt those rules. They generally make it fairly easy to determine the lineup. On top of that, it's certainly not uncommon for festivals to sell a bunch of tickets before any lineup is announced. Kinda sucks but they're banking on fans buying tickets based on good faith and loyalty.