Mystery is about moving on--by not letting your S in on every little thing that goes in your life. Mystery is a way of demonstrating how you have moved on.
Mystery also is a like a specialized form of "act as if"--it helps you go through the motions until you feel better. Often, a lot of the types of things you would do to create mystery are also going to boost the PMA.
Mystery is also something that can increase who attractive you are to your spouse--which is always a good thing, no matter what shape your M is in. You just vary how you create mystery to better fit your situation.