This answer contains spoilers… (view spoiler)[There's a part in BOL where Benjamin states that when he found Philippe, most of his memories had been taken by a witch at the concentration camp, and the rest were left scrambled. I would assume the witch would concentrate his powers on the most important memories (most in need of being lost, like Diana's timewalking), while he would try to leave Ysabeau as intact as possible for Philippe. (hide spoiler)]
Marissa Lewis I think this is because Phillipe's mind was so twisted and lost at the time of his death that whatever thoughts and secrets he had would have been so convoluted Matthew wouldn't have been able to make any sense of them.
This answer contains spoilers… (view spoiler)[In addition to poor Phillipe's thoughts being scrambled by the witch; according to Benjamin - he learned how to maximize the information gleaned from a creature's blood. "It's all about the pace .... One must not rush. Or be too greedy." Without being gruesome, I believe Matthew would have drained his father quickly so as to not learn secrets. (hide spoiler)]
Martha First of all, it's stated repeatedly that the memories a vampire gets by feeding are fleeting snippets, not coherent cinematic productions. Second, Philippe's memories were purposely scrambled by a witch (implied to be Janet) before he was captured by Benjamin, so that Benjamin wouldn't get the information he was seeking. Third, by this time, Philippe's memories of 16th century Diana are, well, centuries old, and vampire feeding goes for the recent memories, not the ancient ones. So yes, Matthew got his father's memories... of being tortured. If he got snippets of Diana in there (possibly because she timewalked to comfort Philippe in his time of need, as she promised him), it'd be just another incomprehensible image in among all the pain.
MJ It's been a while since I read this book, and it truly pissed me off, so I haven't re-read, but I seem to remember it as both the 'scrambled mind' and Phillipe purposefully withholding that information. He knew his death was coming, he also knew Mathew couldn't be let in on his future without causing damage.
Selena I was thinking about this as I re-listened to the Book of life and while I agree with the previous answer, could someone like Gallowglass or Fernando who knew what was coming have taken a bit of Phillipe's blood for just those memories?