Imam Malik {May Allah have mercy upon him} said:
“I know many sayings of the Prophet Muhammad {Peace and Blessings of Allah be upon him} and had a great deal of knowledge that I never spoke about nor did I even mention it. And that was the knowledge of the heart.”
{Kitab al-Muwafaqat fi Usul as-Shariah ~ The Reconciliation of the Fundamentals of Islamic Law, Volume 4, pg. 36}
What this means and Allah Always Knows Best, is that Imam Malik would teach the Halal and Haram and that which concerns the Hudud of Allah because it was an obligation, however that knowledge which is disputed over or that knowledge which can be misinterpreted would be kept to himself. Let’s say for example the Muslims do something in Madinah that may not be accepted in other lands because of scholarly differences, then Imam Malik would not answer that person coming from Andalusia or the Maghrib or Africa, etc. He would allow them to stick with that which they are implementing because it all comes from the Sunnah.
It also means that Imam Malik would have certain knowledge that he would only discuss with the scholars, such as deep issues of Aqeedah or that which makes one part of a sect, etc. Much more can be said, however brevity is the Sunnah.