Yeah, but still, the look on the player's faces is always fun when they realise that. Their characters are oblivious, but the players know that the fecal matter has really hit the oscilating unit.
I once did it in an Alternity campaign, where one player had the powerful enemy disadvantage and another player had diveded loyalty. I managed to link the two groups (they weren't the same group as that would be too obvious) together using the actual background provided by the setting (luckily the fine print). It was quite funny to see their paranoia skyrocket because the enemy always seemed to know where they were.
Also the divided loyalty was below the radar so to speak. The player who had it knew about it off course, but I had told him that he had to do provide some information in one of the first sessions and he agreed to it. I never brought it up after that again, letting it run in the background (he had agreed to it) and simply used it.
Here the players never figured it out, so when the campaign had finished I told them. That was also a very fun moment.