Kaido personally ordered to cover up any incident involving pirates, so it wouldn't surprise me if the world doesn't know that Kaido owns the place, let alone having his headquarters there.
That's inside Wano, not the rest of the world. Kaido has control over what information is spread within his territory, not everywhere else.
When Linlin announced she was going to Wano, all the reactions were about her and Kaido meeting, nobody was reacting to "so Kaido is in Wano?", that was a known fact.
I mean, Wano may be a hard place to get to, but not impossible. Whitebeard Pirates did it, Roger Pirates did it (twice), Moria Pirates did it, Spade Pirates did it, Strawhat Pirates did it with only half the crew (and missing the helmsman), the other half of Strawhat Pirates also did it along with Heart Pirates and Zou's Musketeers, Big Mom Pirates would have done it if the Beast Pirates didn't took direct actions to prevent it.
Those only to list the cases we know about, I'm sure many more managed to get there and leave the country alive to spread information of its place - and that's assuming it was secret to begin with, Wano is not part of the World Government, they don't need to hide the fact they allied with a pirate. We even saw random pirates knew about the fight between Moria and Kaido, so it's definitely not like Kaido's existence is shrouded in mystery.