Why should a player reveal his victory points if someone else wins?
You should reveal everything when the game ends so that


You know who came second
You know all the bits end up back in the box
You know someone hasn't made a mistake and failed to claim victory. 


The rules state.


  If you have 10 or more victory points during your turn the game ends and you are the winner.


Which can be interpreted to mean you don't have to 'say' you have won and people can keep rolling and building, but you are already the winner.

Though this is controversial. And Here, and here.