In Number the Stars, we know exactly what Annemarie knows and nothing more. And considering how much she's left in the dark, this is a pretty big deal. It means that we really get to see the world from her perspective. She doesn't know why Peter has come to visit, and we don't either. She doesn't know what's in Great-aunt Birte's coffin, and we don't either.
At one point, her uncle Henrik tells her that they are keeping things from her not because she can't handle the truth, but because she's actually safer if she doesn't know it. The characters "protect […] one another by not telling" (11.24-25). Is Lois Lowry trying to protect us, too? Would this book be too frightening for young adults if we knew more than Annemarie?
P.S. In some moments, not knowing what's going on makes things more frightening, don't you think? Think about the scene when the soldiers stop Annemarie in the woods. What's in the package? Because she doesn't know, we don't know. And that lack of 4-1-1 keeps us on the edge of our seats, clinging to the closest teddy bear—yeah, we admit it.