Why did Mordechai command that she not tell her nation?
Rashi: They will think that she is from a disgraceful nation, and discharge her. Had they known that she is from the family of Sha'ul ha'Melech, they would keep her.
Vilna Gaon: It is because she hid herself from the king. Also after she was revealed, she did not go willingly. Mordechai feared lest they kill her, her family and nation, for they will say that Yisrael do not want to marry even with the king.
Malbim: They will think that she was an abandoned baby [who does not know her nation], and the king will discharge her. He would not marry such a woman!
What is the Chidush that Esther did what Mordechai commanded her?
Vilna Gaon: He commanded only amidst fear lest they kill her. She saw that they honor her greatly, and do not mention what was. Even though his reason does not apply 1 , she obeyed his command. This shows great virtue!
The Vilna Gaon said that there was concern lest they kill also her family and nation. Perhaps they pardon her, but will not pardon her family and nation! Also - perhaps Hegai does not seek to punish her, but the king will be angry why she did not come immediately! (PF)