I've never heard of this four walls thing either, yet you used the phrase as if it was in common usage. Is it a regional expression?
I don't recognise the concept either though, of families being enclosed communities, sealed off from the rest of the world. That sounds like a description of the way terrible things are concealed. I'm sure the mafia have reinforced walls. Who controls the door to your walls?
I do understand that there is family business that doesn't go outside the family but that is usually stuff common to the whole family and not very interesting to other people, not individual business. IME the happiest families are the open, outward-looking ones who are good at welcoming others in, not the selfish, suspicious, secretive ones, who see family as a unit of extended self-interest, against the world.
Anyway, on secrecy, I see relationships as individual and operate accordingly. I am very discrete and that's why people tell me things. I don't need to share everything about myself and am wary of people who do, as they will do the same with anything I tell them about me.
The idea that a secret is a burden and you must be allowed to unburden is potentially never-ending, as each person unloads onto the next. That's why counselling is a good way to unload without fear of unintended consequences.
Generally though, if something is worrying you, you should address it, be that by discussing it with the person concerned, or telling them you cannot bear the burden of being their confidante any more, or by discussing the issues with someone else. If you're concerned about secrecy you need to choose someone very discrete. You can usually tell from what people tell you about themselves and others, what they will pass on about you.