My intuitive answer is "always". But many RPGs don't, and it seems presumptuous to assume their creators are all shameless deceivers or fools who don't understand their own games.
It's also tough for me to judge just when an RPG is or isn't being forthcoming about the goals of play. What about when a game tells you the characters' goals, and the player primarily plays their character? Good enough? Not even close?
By "goals of play", I do not
mean the key objective at any given moment, like "avenge my father's death" or "earn enough points to exit the dungeon". Instead, I'm talking about the over-arching purpose of why we're playing at all. Example: "the purpose is to see how these characters fare, given who they are and the world they're in."
Inspired by Vincent's post here