Pourquoi tu ne me l'as pas dit ?

English Translation

Why didn’t you tell me?

Why is “le” necessary in this question when the direct object isn’t stated in English?

I was going to say that it’s a matter of dire being transitive and tell intransitive, but from what I can gather, tell seems to also be categorised as transitive (both in the wiktionnary and by oxford’s dictionary), at least in the uses that could apply to this sentence.
Anyhow, in French, it’s a transitive verb, so the COD needs to be there (and so the question becomes rather, why it’s not needed in english, even though it’s a transitive verb…)