Mordechai told Esther to keep her nationality and ethnicity secret. When she is fist selected in the original roundup she kept it secret. We are told in 2:10, "לא הגידה אסתר את עמה ואת מולדתה כי מרדכי צוה עליה אשר לא תגיד".
Rashi tells us that Mordechai insisted she keep it secret in the hope that Ahashverosh would reject her thinking she was from a lowly family. If she announced her royal lineage (she was from the line of King Saul) there was more chance that Ahashverosh would want to select her, as it validates his kingship to a certain extent...
After Ahashverosh selects Esther (despite her silence), we are again told that Esther still did not reveal her nationality. In 2:20 it says, "אין אסתר מגדת מולדתה ואת עמה כאשר צוה עליה מרדכי...". This second time we are offered no explanation as to why Mordechai insisted she still keep quiet about it.
Why was it so important for her to keep quiet? When he saw that she was selected anyways, meaning the silence on the matter did not help, why did Mordechai insist she keep up the charade? What difference would it make now that they were already married?