There's this popular saying about not getting hurt by what you don't know. This statement may be true, but I think its just in the short run. We all will eventually get hurt by the lies that has been kept from us and will then hurt in 10 folds.

I'm saying this because the statement is usually a response to guys sneaking up on their partners or vice versa to make us think we don't have to put in conscious efforts to find out what our partner do privately or when they are not with us

For example, if your partner chats a lot on phone, should you care less about who (s)he chats with just because trying to find out may break your heart when you know? Or like most put it: you won't see what you are not supposed to see. I think the fact that its worth keeping from you is why you should know. So, of its something you can nip in the bud, you do it immediately and move on and if its not... You get out of a relationship.

Eventually, most lies will come to light and it might be too late and too hurtful if you don't make effort to find out now

MY OPINION