So, yeah, sometimes I indulge players, but never because OOC knowledge is a consideration. They're perfectly free to share or not share as they want, and, to date, both have kept that info to themselves.
How do you handle the case where Player A hands you a note describing how Character A is going to attempt to pilfer something from Player B? Or if they wish to discreetly do something in downtime that Player B would certainly care about if they found out?