First of all Mystery or Mysterion in Greek means what was before hidden, not necessarily something that was never there at all.
The passage in question is not I Thessalonians 4, but 1 Corinthians 15. 1 Corinthians 15 does not actually describe the Rapture (us being Caught Up) at all. It's about The Resurrection. Also 1 Thessalonians was written before either Corinthian Epistle.
The Resurrection was not a mystery, that was well known in both Jewish and Christian teachings.
1 Corinthians 15:50-53
"Now this I say, brethren, that flesh and blood cannot inherit the kingdom of God; neither doth corruption inherit incorruption. Behold, I show you a mystery; We shall not all sleep, but we shall all be changed, in a moment, in the twinkling of an eye, at the last trump: for the trumpet shall sound, and the dead shall be raised incorruptible, and we shall be changed. For this corruptible must put on incorruption, and this mortal must put on immortality."There are technically two, but they're both linked, ideas here that are at least not directly stated in any prior Old or New Testament passages on The Resurrection, including I Thessalonians.
1. That when The Resurrection of Church Age Believers happens, those Believers alive at that time will be Resurrected without needing to die first.
2. That the Resurrection we are promised is more then just being raised again to how we are now, we'll be changed incorruptible, restored to Adam and Eve's Pre-Fall state.
Both are conclusions one could deduce would be the case from earlier information, but this is the clearest teaching on those matters.
We know the Resurrection being discussed there is the one that happens at Jesus Coming because Paul mentions that elsewhere in the chapter. And because the timing of The Trump is also used in I Thessalonians 4.
Matthew 24 does not mention The Resurrection. Pre-Tribbers will also use that fact against it possibly being about The Rapture. Meanwhile 1 Corinthians 15 is indisputably a Rapture relevant passage when it doesn't actually mention The Rapture.
No Rapture passage covers everything that happens at that event. Including I Thessalonians 4 which for starters doesn't cover what I just discussed about 1 Corinthians 15.
Matthew 24 does indisputably cover what the word Rapture refers to. No one is gathered to Him when he comes for Israel, He goes where they already are.
I feel it can be firmly demonstrated that 1 Thessalonians 4 and 2 Thessalonians 2 were essentially a commentary on Matthew 24. Overall Matthew 24 has more in common with 1 Thessalonians 4 then 1 Corinthians 15 does.
Meanwhile The Rapture is in The Old Testament, in passages like Isaiah 26 and Joel 2:15-16.
In Romans 16:25-26 he seems to refer to the Gospel he preaches as something that was a concealed secret until his own time. Yet earlier in that book he used The Torah to prove his Gospel (justification by Faith Alone), he uses Genesis 15 to prove it in both Romans and Galatians.