Captain Christopher Pike (Anson Mount) did not tell Starfleet about his First Officer Una Chin-Riley's (Rebecca Romijin) identity as an Illyrian, but that is not the only secret he's keeping from them on Star Trek: Strange New Worlds. Pike maintains close relationships with his crew aboard the USS Enterprise. It's no surprise, then, that he kept Number One's secret of being genetically engineered. But there is another crucial piece of information Captain Pike is keeping from Starfleet.
The Strange New Worlds season 1 finale, "A Quality of Mercy," revisits and reimagines the Star Trek: The Original Series episode "Balance of Terror" with Captain Pike at the helm of the Enterprise rather than Captain James T. Kirk (William Shatner). An alternate future version of Admiral Pike arrives on the Enterprise to show our Captain Pike what would happen if he managed to avoid the tragic fate he foresaw in Star Trek: Discovery's “Through the Valley of Shadows." With Pike in command of the Enterprise, the encounter with the Romulans results in an endless war that Kirk is able to avoid. After Pike returns to the proper timeline, he still remembers everything from this encounter, which should give him an advantage should he encounter the Romulans again.
Pike Knows What Romulans Look Like After Strange New Worlds Season 1 Finale Captain Pike saw what Romulans looked like in Strange New Worlds' season 1 finale, and he retained this knowledge after reverting to his own proper timeline. But Star Trek: TOS canon establishes that the United Federation of Planets doesn't learn that Romulans are offshoots of and resemble Vulcans until "Balance of Terror." This means that Pike never informs Starfleet that he has seen the Romulans. Considering the dedicated Starfleet officer that Captain Pike is, it may seem odd that he would keep something this big from Starfleet. However, the only reason he saw the Romulans at all was because he was given a glimpse into a possible future.