I can see why there seems to be a stigma attached to admitting you don't understand something, especially if you've just started at a new place and you want to make a good impression and reassure them they made the right choice hiring you. I've been guilty too many times of not speaking up when I don't understand something and it comes back to bite you. It makes you look more incompetent being ignorant and not speaki…
If you're senior and you say that you don't understand then you're opening the gate for everyone to discuss the issue in more detail; no junior workmates will feel dumb - even the senior guy doesn't understand it!
And chances are that the deeper discussion will unearth something I didn't fuly appreciate, even if I wouldn't have called "I don't understand" for other people's benefit.