Eh, maybe.
See, not explaining anything at all can lead to the system being seen as "too soft" or lazy. That Day of Mourning thing that Aldarac mentioned is a great example of doing it right. We don't know what caused it, but we know what happened, I think we know who was around in that area at the time, we know who was hypothetically capable of that, it feels like if you could have been there the day it happened, and investigated, you could know the answer. Because they explained enough to give us hints.
But, if they explained nothing, you would end up with something less interesting (or more likely for your players to go poke it, because you annoyed them)
Example just to show what I mean:
"What is this black spot on the map?"
"The Night Void, if you go in, you never come out."
"Cool, how did that happen?"
"You don't know."
"Well, when did it happen?"
"You don't know."
"Okay, do we know what used to be there?"
"No."
"What do we know?"
"It is the Night Void, if you go in, you never come out."
Zero information doesn't make thing more mysterious.