Yes, such quotes are present in Vedas, like in Shatapatha Brahmana also:
सा यदुखा नाम । एतद्वै देवा एतेन कर्मणैतयावृतेमांल्लोकानुदखनन्यदुदखनंस्तस्मादुत्खोत्खा ह वै तामुखेत्याचक्षते परोऽक्षं परोऽक्षकामा हि देवाः - ६.७.१.
And as to why it is called 'Ukhâ;'--by means of this sacred performance and this process the gods at that time dug out these worlds; and inasmuch as they so dug out (ut-khan), it (the pan representing the worlds) is called 'utkhâ,'--'utkhâ' being what they mysteriously (esoterically) call 'ukhâ,' for the gods love the mysterious. (Satapatha Brahamana 184.108.40.206)
Shatapatha Brahamana also contains similar quote about Indra:
स योऽयं मध्ये प्राणः । एष एवेन्द्रस्तानेष प्राणान्मध्यत इन्द्रियेणैन्द्ध यदैन्द्ध तस्मादिन्ध इन्धो ह वै तमिन्द्र इत्याचक्षते परोऽक्षं परोऽक्षकामा हि देवास्त इद्धाः सप्त नाना पुरुषानसृजन्त - ६.१.१.
This same vital air in the midst doubtless is Indra. He, by his power (indriya), kindled those (other) vital airs from the midst; and inasmuch as he kindled (indh), he is the kindler (indha): the kindler indeed,--him they call 'Indra' mystically (esoterically), for the gods love the mystic. They (the vital airs), being kindled, created seven separate persons (purusha). (Shatapatha Brahmana 220.127.116.11)
The phrase 'परोऽक्षं परोऽक्षकामा हि देवा' occurs frequently in Shatapatha Brahmana like in 6.1.1, 7.4.1, 9.1.2, 7.5.1, 8.6.2, 6.7.1, 14.1.1, 10.5.2, 9.1.1, 6.1.2, 7.4.2...etc. So, it can be considered a valid Vaidic Rishi pramana.