Very thought provoking piece - thanks for writing! I found a religious group to belong to that welcomes mystery and unanswered questions and doubt, and it's been very freeing.
I was also interested to read the above sentence - as I believe it very close to your description of what religious folks believe God would allow us to know or hold back from us. In this case, it's a non-theistic explanation for a knowledge gap. To me, both approaches give humans a way to be okay with mystery and uncertainty, which I think you captured nicely in your writing here!