short stories - Aliens hiding important information about the human race; story ends “‘You don’t’ he said?”

And thereby makes clear in 4 words what the whole story was about. In a 60's or 70's era anthology I think. I’ve always remembered it as being an example of good or clever writing. I've never read another story with the same effect. If I gave any more clues it would spoil the story. I only read it once yet I can still remember it… but what was the story?

EDIT: The aliens were hiding some important information on the human race and the hero spent the whole story trying to find out what it was.

Answer

"The Martyr", a novelette by Poul Anderson; first published in The Magazine of Fantasy and Science Fiction, March 1960, available at the Internet Archive.

He turned to the watching Cibarrans and shouted, "That's what you've been trying so hard to keep us from finding out, that death isn't the end! But why? You claim to be interested in our happiness. You couldn't have told us anything more wonderful than that we have immortal souls!" The stranger vanished. Elth remained a second more. Narden realized it was a surrender: the answer given now because it would be discovered anyway, unless these humans joined in hiding the fact. When he spoke, it was with surgical compassion. "You don't," he said.