I must admit to being impressed by the solemnity of Mr. Hooper and his decision to don the veil. Out of the possible responses you outline, I don't think for one moment that he is playing games. If he were just simply trying to manipulate people and play games with them, he would never have paid such a high price as forsaking happiness and losing his fiancee. Also, I don't think he is mad. We are given no reason to suggest that he may actually be mad, and, on the contrary, he presents himself as somebody who has carefully thought through his action with logic and reason. Out of the three options you have given, therefore, the best one seems to be mysterious. We are never told the specific reason that he donned the veil in the first place, and so we, just like those around him, are left unsure of whether the reason for him wearing the veil relates to a specific secret sin that he committed or something else. Whilst the symbolism of the veil and the way that it represents the secret sin that we do not confess to others is clear, the specific series of events that caused Mr. Hooper to wear it in the first place is left undisclosed, and is a mystery both to the reader and to the other characters in the short story.