Why: Arjuna says Krishna alone knows himself, by his own self, as the highest person, the source and Lord of beings, the God of gods, and Lord of the universe, acknowledging a limit to how fully anyone else could ever fully know him from outside.

In life: there's a real limit to how fully anyone else, even someone who knows you well, can ever fully know your interior experience the way you know it yourself.

Teaching: extend some patience to the people close to you for not fully understanding your interior experience, and extend the same patience to yourself for not fully understanding theirs, some limit here is simply built into being separate people.