Unknowns underpin important forms of social capital.  Obvious examples include entertainment, privacy, and politeness (or civility); somewhat less obvious examples are trust and specialization.  These all are socially and culturally mandated and negotiated ignorance arrangements, not the unilateral sort such as secrecy. I've written about this in the "bookend" chapters of the Bammer-Smithson book (Bammer & Smithson, 2008: Ch2 and Ch25).

The fact that at least some of these examples are obvious suggests that unknowns (and their construction) play a very important role in the functioning of a society.  Without them, a society becomes dysfunctional (Do you know the what motto of the East German Stasi organization was? "To know everything".) That said, the role played by unknowns in healthy societies involves mixed motives and, therefore, tradeoffs and even genuine dilemmas. The aforementioned chapters describe some of these (as I did in my 1989 book), but here's an interesting example involving the interplay of privacy and censorship.

Ah, but can unknowns actually pay off?  I've already alerted you to a variety of benefits that unknowns can have for the individual and society. But what about the economy?  Take a look here.