On May 25, the Constitutional Convention began its work by creating a Committee to propose "rules for conducting business." On May 28, the Committee reported sixteen rules and on May 29 they reported six further rules. One of these was the rule of secrecy. According to Madison's Notes, the exact language of the secrecy rule was: "That nothing spoken in the house be printed, or otherwise published or communicated without leave."
The delegates adopted these rules without debate. And for the most part they adhered to the rule of secrecy. The issue of what would happen after the Convention adjourned was not addressed. Certainly Madison informed Thomas Jefferson about the main features of the deliberations. There was at least one Founder in each of the state ratifying conventions, and these conventions were open to the public with the deliberations reported widely in the press. Madison seems to have taken the vow of secrecy to the limit; his copious Notes weren't available until after his death despite numerous requests that he make them available to help in constitutional interpretation.
Why secrecy? There seems to be an instinctive case against secrecy since democracy and openness are often deemed to be synonymous. There is the further suspicion that secret gatherings are designed by the wicked few to shaft the innocent many. This is in large part the conclusion of twentieth century Progressive Historiography that makes a point of equating meeting in secret with smoked filled rooms and elitist betrayal of virtuous majorities. They point to the secrecy rule, and the thick drapes over closed windows in Independence Hall during the hot Philadelphia summer, as evidence of an undemocratic founding. But anyone who has seen politicians in front of the camera knows that openness and posturing also go together and that being pressured by outside forces is not always conducive to wise deliberation and choice. Thus even contemporary society sees the need for executive sessions and private discourse.
I think the model the Founders had in mind was "the trial by jury model" where the jurors deliberated in secret in order to be candid with each other and to be free to change their mind for the right reason, namely, because they were persuaded to do so. There is also something to be said to being part of an uninterrupted conversation. It isn't so much that politics seeks darkness rather than light; rather it is from darkness that light emerges.