What does it mean when someone is mysterious?

They are unemployed and have a parole officer, hence they disappear without giving a reason.

🤔 have no imagination and use “mystery” to hide that fact?

They like it in the booty

Could be they don't splat every degenerate thought that comes to their mind, are private and are not into TMI and telling every detail.

They have six more versions.

that they’re a private person

They're secretly boring... mystery solved 😂

That they are in the CIA or the NSA.

We dont want to talk to you