Because he didn't want Deidara particularly to suspect anything of him, in other words he didn't want him to know he was the leader of the Akatsuki. He probably felt it would have caused conflict, and uneasiness in the Akatsuki knowing that there two leaders (Or one leader with the other one pretending). Otherwise, he would have just acted badass and dealt with the Jinchuuriki's quickly. Once Deidara and most of the Akatsuki were deceased, he started showing his true colours. So with Pein as the only leader everything could run smoothly for both the Akatsuki and for Obito.
Zetsu obviously knew from the start about Obito. Kisame probably found out a little later once there was hardly anything left of the Akatsuki, since Obito saw no longer saw any reason to carry on acting goofy.