"You think im gonna sympathize with you?"

I absolutely adore the way NieR manages to present its themes. Nier, despite being his own character, has a reason to be nameless. He's pretty much a stand-in for your average video-game protagonist and subsequently, the player as well. Before the true theme of the game begins unravel itself, during the entirety of the first play-through, the Shade's dialogue falls upon deaf ears. Whether or not Nier can understand what they're saying is irrelevant, he does not care because he is completely committed to his own preconceived self righteous notions regarding the conflict, with no regards to the lengths he'll go to.

As to why the player isn't informed, it's to completely immerse you in the mindset of Nier, because ultimately it is as much a criticism of him as it is of you, the player, and your preconceived notions on what constitutes as good and evil. When, during the finale, the camera cuts to a first person view to Yonah and she proclaims "It's you... isn't it?" everything begins to click in that split second, it's a gut-wrenching condemnation of your every self righteous belief held during the entirety of the first ending, and the lengths you went to in order to enact them.

"This girl loves her brother too. just as much as I do."