Why do you suppose Mr. Bennet tease his wife instead of telling her directly about his visit to meet Mr.Bingley?
The short answer is that this is simply Mr Bennet's way. He seems to be something of an intellectual judging by the amount of time he spends reading in his study and considers all the females among whom he has lived his adult life to be his intellectual inferiors, except perhaps Elizabeth. Mrs Bennet is certainly a rather foolish woman in ways - though it has to be said she is doing more to prepare for her daughters' future than her husband ever did - and she is quite gullible, so it amuses Mr Bennet to tease her. He knows exactly what's in her mind and how to play her. I have always slightly disliked him for this because he is very blind to his own faults and yet is quick to make fun of the follies of others.