First, I agree with what Mark Hammer said.
But really, there's no such as thing as "the" government with stuff like this, meaning there's no universal answer. Different agencies, and even different parts of the same agency, can have different cultures around employee communications and what I'll call "management forthrightness." And even within a single part, different people can interpret exactly the same thing incredibly differently. So not only would I look beyond gov't-wide stats to see what's happening at particular agencies, I'd take even those with a grain of salt before drawing conclusions.
That said, I think the atmosphere of trust and caring can be driven from the top, and I've seen strong examples of that here at EPA.
To Megan: I'm a reasonably senior manager at EPA, and I can tell you that what I heard in management meetings about the sequester closely tracked what I received in mass emails from the EPA Administrator and Deputy Administrator. I can't speak about other agencies, of course.
I'd also note that sometimes there are very strong reasons not to share everything in the immediate moment, ranging from legal barriers to union negotiations that have to occur before anything is known, and info has to be known before it can be shared. It's unfortunate, but please don't assume that managers are all deliberately hoarding information as power or taking other steps to "disempower" individuals. That's not how I lead or manage, and I know many people who do so in ways that maximize their employees' recognition and ability to lead.