And when they were alone He explained all things to His disciples.
Jesus chose parables to teach His disciples about the Kingdom of God. Often, Bystanders didn't understand his speech - or why He used parables. But those who had a heart to listen and understand, did. Jesus made sure of it. He often withdrew from the crowds and sometimes even His disciples so that He could take time to pray. It was during these times that He received the strength and direction He needed from the Father.
We also need to withdraw at times so that we can spend time alone with Him. It is when we are alone, that He ministers to the deep needs and anxieties of our hearts, reveals His secrets to us, and 'explains' what we don't understand.
Jesus could not have accomplished all He came to accomplish if He had not yielded to the Father's leading to "Come Away" for a time to pray. Neither can we accomplish His plans and purposes for our lives apart from Him.