In the the first sentence, the speaker is surprised at the news that they are going to have a dinner tonight. Then he asks why he never comes to know about these things. i.e. here he says that usually he is kept in the dark
In the second sentence too, he is surprised but he asks why he didn't know in that particular instance.i.e. he is not generalising.
From the first sentence we can conclude that the speaker feels that he is never told about these things. However, from the second sentence, we conclude that he was not let known only in this particular scenario.