Ozpin slowly revealed more information to you over time.
When he'd first met you he knew you were the loyal type, the type to stick around and stand by him no matter the difficulty. He had considered spilling his guts then and there, realized what an awful idea that would be, and decided to get to know you on a deeper level before trusting you with his deepest secrets. It was unlike him to be in love at first sight but he'd learned to listen to his intuition, which eventually led him straight into your arms.
He can tell it frustrated you to no end when he cut himself off after divulging interesting information, like when he'd first talked about his past lives (and left out most of the parts involving Salem). You'd looked so fascinated and beautiful that he hadn't wanted to continue, he didn't want to tell you all the bad parts and have you lose that sparkle in your eyes as you lost hope in him. So he'd stopped himself, keeping it inside and letting it eat away as he lied to you like he lied to so many others before.
But it never felt right to do to you. It never felt good to lie to anyone, really, but to you, it felt especially wrong.
He remembered clearly the first time he'd ever mentioned the reality behind the Salem situation. That he had no clear idea on how to defeat her.
Instead of losing hope you looked more determined than ever, and you'd even made a joke that to win his heart properly you had to defeat his evil ex. You'd also advised him that it would be a poor idea to continue keeping the reality of Salem from the rest of his closest circle, and he had respected your opinion, but it had taken him such a long time to finally confess to you... He didn't know if he could face the others knowing their responses would not be as optimistic.
Even upon his reincarnation, he'd found you again, unable to deny the draw he had to you and the importance your relationship had. It was clear that you would have to take on more of a supportive role this time around, leading Oscar down the proper path until Ozpin had truly merged with him, but your determination and fire had not ceased after his death. You would continue to do all that you could to defeat Salem or you'd die trying.
Ozpin always had a story to tell, and as long as you were willing to listen, he didn't have to do much to keep the relationship interesting.