Well the normal monsters' stats aren't secret so it never even occurred to me to keep special monsters' stats secret.
But the obvious case to drag into this discusion is the awesome Gargoyle
BELLTHOR from RotWL.
As a plot device his poison gas knocks out the players and if they kill him he just explodes in a burst of poison gas, knocking the remaining heroes out anyway.
I think it's fair to say the Evil Wizard isn't supposed to explain these mechanics to the players before they actually happen.
If this represents the general way to do it or if it's just a special case scenario is anyone's guess.
Explain or keep it secret. Both work I suppose.
As long as none of you are super secret jerks and roll the defend dice one at a time to defend with as few rolls as possible to keep their actual defense a secret as long as possible!
Sjeng seems like the type who would do this 