It's a complete mystery to me why they chose him.

我真无法理解他们为什么会选他。

《牛津词典》

It's a mystery to me.

这对我来说是个谜。

《新英汉大辞典》

So far no one has given us any explanation about this and it is still a mystery to me.

至今没有人向我们做任何解释，至今在我的脑子里还是一个谜团。

youdao

Suddenly it seemed a mystery to me that I had ever wanted to be with them.

NEWYORKER: The Region of Unlikeness

How this gets done by the dysfunctional Albany crowd is a mystery to me.

FORBES: Managing Money

How this fact continues to escape so many smart people remains a mystery to me.

FORBES: Apple Is Still Apple, But Street Sees Orange