Why did Shakespeare never reveal the cause of feud in Romeo and Juliet?

This is not correct. The cause of the feud in Romeo and Juliet is made very clear in the play. It is a rivalry between the two noble families of Verona, the Montagues and Capulets, that has been going on for generations. The exact reason for the feud is never specified, but it is clear that it is a deep-seated hatred that has been passed down from one generation to the next.