Hi there! While this question is fine there, and we went ahead and approved it, this is a reminder to potential respondents that we explicitly forbid discussion of modern politics here -- all answers must be confined to the years before 1998. Thanks!
There are some cases where intelligence agencies deliberately did not brief the President on intelligence, but I don't know of any case where the reason they did it was being they thought they were compromised by a foreign power. For example, the NSA and the FBI did not brief Truman on the existence of the VENONA decryption project. I have never seen any document explaining why they didn't do it, but presumably they considered the value of having cracked historical Soviet codes too high to possibly compromise by giving it to even a politician. (And Truman, frankly, did have a problem with saying things he ought not have — there are a few cases both before, during, and after his Presidency where he did exactly the kind of casual blabbing that would make someone very uncertain about giving him things that could be easily compromised.)