People are curious, people talk, people explore the hidden messages. This is one reasons I believe that blogs are so popular - it feeds curiosity.
I remember as a child constantly saying "But why? Mum" then over time we learn to curb that curiosity, at least in public because it can be uncomfortable to the person we are asking.
As a leader, it is important to understand that curiosity is still there - it is there at the water cooler, there in the canteen, there in the adhoc meetings in the door way. People need to know why....
If you don't tackle the curiosity, if you don't accept it is a basic need then you will allow unease to grow. Remember that curiosity can be a great help within a business- it is something that can breed ideas, breed new markets, breed success - so you want to feed and cherish it within your team. But you need to cherish both ways - when it is being used for ideas AND when it is used to ask you why something is happening or not (No matter how uncomfortable that feels to you).
So encourage people to ask why, give clear answers, give honest answers....curiosity may have killed the cat, but unanswered, even unloved curiosity can kill the leader.