That is not a requirement for efficiency. Unknowns are factored into the price as "risk".
For example, if I am selling you my car, I know its condition a lot better than you do. But, the more you are suspicious about its condition, the less you are willing to pay for it.
If you're a crackerjack programmer, my interview process is inexact, so I'm going to discount the salary offer based on how risky it is that you're not a crackerjack.
Sellers offer guarantees in order to reduce the customer's risk, and hence be able to sell at a higher price. Investment returns are based on the riskiness of it. I pay more at the post office for less risk of non-delivery. Insurance companies, of course, are an entire industry based on managing risk.
Risk is a perfectly normal characteristic of efficient markets, perfect or equal information is not required at all.
