In 1984, why didn't Winston finish reading Goldstein's book?

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Winston is unable to finish reading the book, in spite of his desire and interest to carry on reading Goldenstein's analysis of his world and society, because it is at this moment in the narrative that the Thought Police decide to reveal there presence, which has been there all along, and arrest them. They realise that there was a telescreen hidden behind a picture all along, and that their secret hideaway was never secret and was carefully created by the Thought Police precisely to ensnare them and record evidence against them, which will no doubt be used as they are taken to the Ministry of Love. Note how they realise finally that the game is up:

"We are the dead," he said.

"We are the dead," echoed Julia dutifully.

"You are the dead," said an iron voice behind them.

It is the sudden and ironic repetition of this phrase that indicates the presence of somebody else. Note how the phrase foreshadows the "death" that Julia and Winston face, making it an appropriate phrase to be repeated by the Thought Police.