Why didn't Nero tell the Black Bulls (or anyone) about the devil, elves, Licht, and the first Wizard King?
Nero was not able to speak before the elves re-incarnated.

Edit: Actually it wasnt until the shadow palace was summoned at Clover Castle.
This is from the Wiki

> When Asta asks if she is Nero, she confirms and explains that she was originally human and could not speak as a bird until the Shadow Palace was summoned