Some people are just shy. Some people cannot use their real name as it would cause problems with their employers. And you could imagine several other reasons for not wanting to use their real name.
Not to mention how would one be identified: by the name on the credit card used to pay for the subscription? You have things like gift subscriptions, people who do not have credit cards yet using a friend's credit card, and so on.
Not to mention the "barrier" effect: the more hoops you have to jump through to make a comment, the greater amount of people who will give up before commenting. The less insightful comments, the less the utility of the site (the articles are very good, but the comments are also very good; I do not know how much of the value of the site comes from each, but the comments do contribute to its value).