Albert Barnes Commentary Mark 4:34

"and without a parable spake he not unto them: but privately to his own disciples he expounded all things." — Mark 4:34 (ASV)

Without a parable spake he not unto them. That is, concerning the things pertaining to his kingdom. On other subjects he spoke without parables. On these topics, however, their prejudice was such, they held so many notions contrary to the nature of his kingdom, and plain instructions would have been so liable to cause offense, that he employed this method to introduce truth gradually into their minds and to prepare them to fully understand the nature of his kingdom.

They were alone. They were his disciples.

He expounded. he explained. he showed them in greater detail the spiritual meaning of the parables.