What does it mean that God conceals Himself?
Who has disappeared?
Who is hiding?
An anecdote helps us to understand the meaning.
The grandson of a famous hasidic master was playing with a friend.
Suddenly, he came crying to his grandfather.
"What is wrong?"
"Grandfather, I hid, but my friend didn't even look for me!"
The rabbi started to laugh and said to the child: "You see, it is exactly what God says: 'I hide, but no one comes to look for Me.'"
In other words, there are two ways of hiding.
You can hide so as not to be seen or so that no one can find you, in which case you are silent.
On the other hand, if you tell everyone that you are going to hide, then you are hiding for the others to find you.
This is exactly what God is doing.
When He says in the Torah, "Watch out, I'm going to hide," it is to tell us, "I exist even if you do not see Me, and I hide only so that you will look for Me."
This concept of a "God Who hides" differs radically from the idea of the "death of God," which has attracted so much attention in the Western world since Nietzsche.
Just because I cannot "see" God, it does not mean that He does not exist.
This is why the fact that God is concealed is not perceived in Judaism as basically tragic.
Indeed, what do we do on Purim?
We do not celebrate a revelation of God but, paradoxically, the fact that God is hiding, that He exists even though He is hiding, and perhaps because He hides.
In the Habad movement, the words to the verse "You are indeed a God Who conceals Himself" have been put to music.
This song is not melancholy at all, because it means "I am concealed, but I exist."
This is the prime lesson of Purim: In the darkness, in the shadows, in concealment, even in persecution, even there I exist, I am there.
–Rabbi Adin Steinsaltz
From The Seven Lights by Rabbi Adin Steinsaltz