In one of the Satsangs during Swami's 2016 visit to Germany, a devotee asked how the all knowing God did not reveal this phase of the mission while He was in His physical form.
Here is what Swami said:
When I was born in Puttaparthi, in this form of Sathya Sai, for 14 years I did not tell anyone who I was. everybody called Me Raju; nobody called Me Sai Baba. That is, until one day, I decided to let the world know that I was the reincarnation of Shirdi Sai Baba. all My curious friends asked Me, Why You did not tell us until now, though we were so close to You, that You were Shirdi Sai Baba. Why are You saying this only today? I told them, The time is now right so I have told you now. On another occasion, in 1963, I said that I am not just Shirdi Sai Baba, not just Sathya Sai Baba, but also Prema Sai Baba. From 1926 to 1940, people did not know that I was Shirdi Sai Baba. From 1940 to 1963, nobody knew that I was also going to be Prema Sai Baba. Therefore, when the time was right, I revealed what was required.
Similarly, this is the right time to tell you the next part of My mission, so I am telling you now. Do you watch films? If you let the secret out in the beginning, nobody will watch it till the end. (Laughter and Applause).
This is the most powerful, most sacred and most exciting time of this Divine incarnation. Only those having patience to sit through the film till the end will know what the final climax is. There is a film before the interval, and after the interval, too. However, the portion after the interval is always more dramatic than the one before. Those who think the interval is the end and leave, cannot see the rest. For them, the film ends there and they go back with half the story, half the truth. Those who wait patiently will know the truth.
Nobody can understand the ways of the Divine. The avatars are one of a kind; they are a mystery even to the mystics, sages and saints. In all the three worlds, they are unique. The ways of the avatar are a mystery. It is difficult to comprehend, but easy to experience. For those who have patience and faith, the film continues and you shall see the real end. For the others, the story will be half and they will only be debating, questioning and arguing about what happens next, but they will never know the truth.