I've definitely had friends tell me personal stuff that I have never told my fiance. I don't have secrets of my own from him, but I don't consider those things my secrets - they are secrets belonging to my friends that they can choose to share or not. There have been times when he has told people stuff about me that I would rather have told them myself (or not had them know at all) and that has been something we had to fix / talk about.
So I think that it is good, and sometimes necessary for certain information to not be shared from partner A to partner C through partner B. I think it is also good to talk about it with each partner and have a precedent that everyone agrees on, whether it is "all information will be shared with my other partner unless you tell me specifically otherwise" or "no personal information / secrets will be shared with my other partner unless you tell me specifically otherwise." I think the actual nature of the agreement matters less than the fact that everyone is on the same page.
Now being shady and sneaking around, or being dishonest about where a relationship is at or who's going to be where when, is a completely separate issue.