I always took it that the symbiont could hide certain things from the host and, as shown in season three, even itself if the situation warranted it. Maybe knowing that Curzon was in love with her would have been a strain on Jadzia or caused a problem to the symbiont (similar to why Joran's history had been eliminated from Dax).
That makes the most sense to me, especially in the greater context of the zhin'tara - if the host and the symbiont are aware of all of each other's memories, why exactly do they need to have conversations with the previous hosts? Don't they already know exactly what the previous hosts would say and think, how they felt? But if the symbiont is capable of specifically withholding specific information, then that gives a specific reason for the whole process.
Frankly, though, I'm a little dubious about the whole process - Trill mysticism seems a little out of place. (He says about a show about BAJORAN mysticism. Yes, I'm well aware of my hypocrisy, thank you.)