I have always thought that cultivating an air of mystery can be too much hard work. In order to achieve it requires that you always know what to withhold, when and from whom. It means you consciously create question marks and distractions that keep people guessing. It is a difficult objective and one that that will only partly serve you.
There is not such a big difference between the person who always says what they are thinking and feeling and those who hold back because they feel they have nothing to add. Both lack real self-confidence.
The sustainable answer lies in cultivating a blend of openness and mystery.