I think this is an instance when Tolkien's original words work better than the screenwriters. And I think, perhaps, book-readers know Tolkien's version and superimpose it over the movie dialog such that movie-Gandalf's advice doesn't pop out (as quickly) as puzzling.
Here's that part from the book.
They walked down a paved passage, long and empty, and as they went Gandalf spoke softly to Pippin. 'Be careful of your words, Master Peregrin! This is no time for hobbit pertness. Théoden is a kindly old man. Denethor is of another sort, proud and subtle, a man of far greater lineage and power, though he is not called a king. But he will speak most to you, and question you much, since you can tell him of his son Boromir. He loved him greatly: too much perhaps; and the more so because they were unlike. But under cover of this love he will think it easier to learn what he witches from you rather than from me. Do not tell him more than you need, and leave quiet the matter of Frodo's errand. I will deal with that in due time. And say nothing about Aragorn either, unless you must.'
'Why not? What is wrong with Strider?' Pippin whispered. 'He meant to come here, didn't he? And he'll be arriving soon himself anyway.'
'Maybe, maybe,' said Gandalf. 'Though if he comes, it is likely to be in some way that no one expects, not even Denethor. It will be better so. At least he should come unheralded by us.'
Gandalf halted before a tall door of polished metal. 'See, Master Pippin, there is no time to instruct you now in the history of Gondor; though it might have been better, if you had learned something of it, when you were still birds-nesting and playing truant in the woods of the Shire. Do as I bid! It is scarcely wise when bringing the news of the death of his heir to a mighty lord to speak over much of the coming of one who will, if he comes, claim the kingship. Is that enough?'
'Kingship?' said Pippin amazed.
'Yes,' said Gandalf. 'If you have walked all these days with closed ears and mind asleep, wake up now!' He knocked on the door.
For sure, book-Gandalf's advice wasn't to avoid telling Denethor of Boromir's death. And I guess, thinking about it, I agree that it doesn't make much sense for movie-Gandalf to say what he does. I think the larger context of the advice book-Gandalf was giving does help flesh out the situation a little.
That would lead us to wonder 'why change it'? I suspect it was all for comedic device, and I'm not always a fan of how the screenwriters tried to insert humor into the movie. I think there is plenty of humor in the book but it's a more subtle form... perhaps more 'British' in nature. And I'm not sure if PJ appreciated that form of humor or maybe he just thought folks wouldn't get it if it wasn't broader.
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