It's not even just the building of the pyramids it's all the symbolic shit that goes along with it. Like the formation of the pyramids & the formation of the other pyramids in Japan & south America all being in similar position to orions belt.

And loads of other stuff too that I can't really explain properly but it's in that video.

I don't know who the they are or if there is a they. I think it's more pointing towards the fact you haven't been told that stuff, by anyone.

So it's not exactly what "they" don't want you to know but means more like "what nobody has told you"