Uncertainty in RPG Worlds

Uncertainty - where even the GM does not know, has not defined, the truth of the matter.
I find this dramatically very powerful.
For instance, in my Wilderlands, two young lovers, Cassandra the Druidess & Polyachus the Apollo priest, both fairly major NPCs. and Cassandra a very long term NPC from a previous campaign, had taken shelter on a remote island to escape the evil Archmage Oriax. Unfortunately that island was later occupied by evil Skandik pirates, and it was assumed the lovers had met a terrible fate. But when the Skandiks had left, and others arrived on the island, they found only beautiful songbirds, never seen before. The legend grew up that the gods had taken pity on the lovers and transformed them into birds, and the birds now seen on the isle are their offspring.
I have no intention of ever proclaiming - or deciding - a definitive truth of the matter.
I do this with other Big Mysteries of the campaign, such as whether or not the gods really exist. I have my suspicions, but have no intention of forming a definitive answer.
I find this approach makes the campaign world feel much more real to me. I've noticed that some other designers use this sort of ambiguity, eg in the Elder Scrolls CRPGs, as a way to create depth and mystery.
Anyone else do this? Is it a common practice?