A work of art that contains theories is like an object on which the price tag has been left.

Leaving your reasoning visible inside the thing you made breaks the spell. The audience stops experiencing it and starts assessing whether the argument holds, which is an entirely different activity, and the exposed intention makes the object feel like an instrument rather than a thing in itself. Ideas belong underneath the work, holding it up out of sight.

Wherever you are making something, notice the parts that exist to explain the rest. Take one of them out and see whether anybody misses it, since the work usually gets stronger for losing its justification.