Sure, everyone knew that a phone was coming months before Jobs announced it. There were even websites devoted to fans' depictions of what they thought it would look like.
No one knew about that until it was approved. And even then, all pictures and manuals were kept secret.
So Jobs could've not shown anything, the approval could've gone through, and all anyone would've known at the time was that there really was an Apple phone (no surprise)... and that it wasn't 3G.
Well, there was a lot of speculation, but pre-MacWorld speculation has a history of being hit and miss. Because it hadn't gone through FCC certification, I think that's why people weren't 100% certain that a phone was coming.
I simply misunderstood your meaning. You said "no one knew about it," but I didn't know you meant the iPhone or the FCC approval process. Everyone knew about the iPhone after the keynote, of course, and everyone knew it would have to go through FCC certification, too, since the announced release date was June and Jobs specifically mentioned it still had to go through it.