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After spending some time with Estella in the beginning of Chapter 33, Pip is, once again, tortured with love for Estella (who has, despite knowing him for many years, called him by name for the first time during a conversation about Miss Havisham's plans for Estella).
When Pip returns to the Pocket household, he briefly considers confiding in Mr. Pocket regarding his heartache, as Mr. Pocket is "justly celebrated for giving most excellent practical advice." However, Pip changes his mind:
Happening to look up at Mrs. Pocket as she sat reading her book of dignities after prescribing bed as a sovereign remedy for baby, I though--Well, no, I wouldn't.
Essentially, Pip is aware of the dysfunction that exists within the Pocket household. In previous chapters, readers discover Mrs. Pocket to be a woman whose obsession with social class (more specifically, her obsession with the idea of "titles" and her own family's almost-royal lineage) prevents her from even taking care of her own children. In Chapter 23, Pip describes Mrs. Pocket has "highly ornamental, but perfectly helpless and useless," and further describes the Pocket household as follows:
Both Mr. and Mrs. Pocket had such a noticeable air of being in somebody else's hands that I wondered who really was in possession of the house and let them live there, until I found this unknown power to be the servants.
To return to your question, Pip's knowledge of the Pockets' dysfunction prevents him from confiding in Mr. Pocket. As is consistent with his behavior in the rest of the novel, Pip expresses his fear, although indirectly this time, that he will not be understood. Incidentally, this episode serves to reinforce Dickens's idea that social class is not as important as many people, and many characters in the novel, make it out to be.
At this point in the novel, the reader perceives the maturation in Pip, who moves out of his myopia and selfishness to having consideration for others. After Pip's visit to the Pocket household in Chapter XXII of Great Expectations, Pip has observed how frustrated Mr. Pocket is as he "elevates his head" by pulling his hair when Mrs. Pocket refuses to acknowledge her poor parenting, placing the blame on others. And, from what Estella has reported to him about Miss Havisham's relatives having "beset her with insinuations," Pip becomes aware that Mrs. Pocket and the other "fawners and plotters" are involved in speaking against Estella as well as himself. Therefore, he considers that his speaking to Mr. Pocket may cause even more conflict in the household:
Mr. Pocket being justly celebrated for giving most excellent practical advice, and for having a clear and profound perception of things, and a highly judicious mind, I had some notion in my mind of begging him to accept my confidence. But happening to look up at Mrs. Pocket as she sat reading her book...after prescribing Bed as a sovereign for baby, I thought--Well--No, I wouldn't.
Perhaps, too, Pip realizes that although Mr. Pocket's advice is theoretically sound, the effecting of it becomes another question.
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