El array se sobreescribe porque las variables no perduran de la ejecución de un script a otro.
Tienes que usar sesiones:
<?php
session_start();
if(!isset($_SESSION['array'])) $_SESSION['array'] = array();
$respostes = array ($_GET['option']);
$_SESSION['array']= array_push($respostes, $_GET['ocult']);
?>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=Cp1252">
<title>Principal</title>
</head>
<body bgcolor="#04c899" style="color: navy; font-family: Calibri; font-size: 13;">
<form name= "principal" method="get" >
<h3>[...Examen PHP Enquesta...]</h3><br>
<fieldset><legend>Enquesta</legend><br>
<table width="400px" border="0" align="left" cellpadding="0" cellspacing="0">
<div align="left">
<tr><td>Que opina de la pujada de l'I.V.A???</td></tr>
<td><br></td>
<tr><td><input type="radio" name="option" value="Molt Malament" checked> Molt malament
<tr><td><input type="radio" name="option" value="Malament"> Malament
<tr><td><input type="radio" name="option" value="Regular"> Regular
<tr><td><input type="radio" name="option" value="Be"> Bé
<tr><td><input type="radio" name="option" value="Molt Be"> Molt Bé
<input type = "hidden" name="ocult[]" value = "<?php $_GET['option'] ?>" />
<tr></tr><tr><td><input type="submit" value="Enviar">
</tr><tr>
</tr>
</table>
</fieldset>
<fieldset><legend>Enquesta</legend><br>
<table width="400px" border="0" align="left" cellpadding="0" cellspacing="0">
<div align="left">
<tr><td>Respostes</td></tr>
<tr><td><br></td></tr>
<tr><td><?php
foreach ($respostes as $res){
echo $res.", ";
}
?></td></tr>
</tr><tr>
</tr>
</table>
</fieldset>
</form>
</body>
</html>