They often have a very good reason. For example, maybe a couple has been using condoms, and the woman wants to also use an additional method, like the pill, to make sure she won't get pregnant. But she may feel that they should continue using both, because maybe she's not sure whether he has another partner or might have a sexually transmitted infection. If she doesn't tell him she's going on the pill, she won't have to argue with him that he should keep using condoms. There can be very good reasons why women keep their birth control choice a secret.
Some methods are easier than others to hide from a partner.
Other methods can be close to impossible to hide. Think about what you're willing to do to keep your method a secret. Remember there can be a price to pay for this secrecy. If your partner finds out, and they may, they're probably going to feel like they've been fooled and may get angry. It's important to think about this ahead of time and be prepared, especially if you expect any violence.