TheBoost said:

If this was the case, during all of ANH and most of ESB the audience would be thinking "That sure was ambiguous. I wonder if it's Anakin or the other guy." When Vader says "No, I am your father." the reaction wouldn't be shock or surpirse but more likely "Yeah... that makes sense."

This is the problem. If you go down the "keep the surprize" path... then you can't suspect Anakin is Vader at any point until ESB. Surprizes don't work when you say "It might be A or it might be B... SURPRIZE it's B!" They sometimes work when you either say "It might be A or it might be B... SURPRIZE it's C!" They work better when you say "It might be A or it might be B... SURPRIZE, it's a ham sandwich!" Or when you just say... "Surprize!" without any of the lead up.

The Usual Suspects (SPOILER ALERT!) asked the question, "Is or isn't Keaton really Kyser Soze?" All of your attention was focused there, so you didn't even see it coming from the other direction. Successful misdirection is not when you make the audience guess what hand it's in, it's when you have them convinced that they know which hand it's in, not even stopping to think that it could be anywhere else, and of course they are wrong.