Here it is. I found the interview with Nolan:
"I think we live in an age where there is too much information about the process of making a film out there too early. When you are constructing a film it is a little like a magician creating a trick. Everything must be finished and ready to present to the audience before they see anything. Nobody takes novelists to task for not reading out chapters of their books in advance. It's a visual medium. You are spoiling the experience by showing too much too soon."
http://www.ireland.com/theticket/articles/2006/1110/1163059516890.html
Once again, yes, I do think Nolan understands TDK will still draw us in and make money, but this way just feels "right" to him.