+1 for at least an option.
Not knowing the DC also helps weak-willed people such as myself to not save-scum checks. If you know you failed the DC by just 1 then you (I) might be very very tempted to reload, especially if the character has a super-high bonus (5e's bounded accuracy+d20 system = incredibly variable results). But if you don't know the actual DC, for all you know reloading to succeed would take a lot of effort or be impossible, so you'll (I'll) be happier to just go with the flow.
And yes, blablablah "you can just not savescum" blahblah.
