There are several reasons X doesn't reveal why sealed away here. The first is given in the comic itself: to reveal it now would ruin the surprise to the readers.
In the context of the comic itself, though, it could simply be that X himself doesn't actually know what happened. Since Bob rewrote his memory, he believes it's just a matter of playing pranks on people. And since being sealed away for 30 years just because you were a bit a prankster doesn't really make much sense, it's entirely possible that part of Bob's reprogramming prevents X from thinking about it too much, or even revealing why he was sealed away. Though, that's really just fanwanking.
Additionally, X could be hesitant to answer Dr. Light's question for fear of contanimating the future. If he tells Dr. Light what happened, Dr. Light could change things, and that could screw up the timeline. And seeing as how X and Mega Man are in the past specifically because someone already screwed up the timeline, further damage seems counter-productive.
But, of course, the most important reason X doesn't reveal what happened is that I didn't know. I had planned to do a storyline about X's initial activation shortly after this one, but at this point I hadn't given it much thought and I didn't want to write myself into a corner, so I left it intentionally vague. Which is probably a good thing because, as you probably know, I didn't get around to that X storyline for several more years.