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I wonder why she didn't tell him about that.
Literal
She [topic-は] why that-thing [object-を] him [to-に] didn't-tell [I wonder-のだろう].
そのこと ('that matter / that issue') uses そ- pointing to something already known to speaker and listener — a vague handle for an unspecified situation. のだろう blends explanatory の and conjectural だろう, so the sentence functions as introspective wondering rather than a real question demanding an answer. The particle に on 彼 marks him as the recipient of the speech — 話す takes に for 'tell to' rather than the を you might expect from English 'tell someone.'