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Perhaps Joyce's reasoning behind anonymity is to point out that we all have faced such epiphanies in our lives. After he finally reaches Araby to purchase something for Mangan's sister, he realizes how disillusioned he was. He is humiliated and angry.
"Gazing up into the darkness I saw myself as a creature driven and derided by vanity; and my eyes burned with anguish and anger."
We have all had that "crush" in our lives. We build them up to be something greater than they can ever be. Then when we have our epiphany, it all comes crashing down, "crushing" us. We feel as the narrator did. Joyce writes this and applies it to the masses. Because of their anonymity, the connection is stronger between the reader and the narrator.
Before directly answering this question, I need to provide some background:
The narrators in James Joyce's first three stories in Dubliners, his collection of short stories about life in Dublin, do not have names. Each of these stories thematically revolves around childhood. Each is told in first-person from the protagonist's point-of-view. "Araby" is the third of these stories and is significant because, unlike "The Sisters" and "An Encounter," the narrator makes it obvious that he is telling the story from some point in his adult life. During the climactic epiphany of this story, the narrator says, "Gazing up into the darkness I saw myself as a creature driven and derided by vanity; and my eyes burned with anguish and anger."
Now, to answer this question directly, Joyce does not use names in order to emphasize that this story is about the narrator's childhood. An unnamed first-person narrator is very common (most first-person narrators don't say, "I'm Jimmy," even though some do), but the decision to call the girl he liked "Mangan's sister" is significant because he sees her as she truly is: his friend's sibling. Mangan's sister holds no significance to the narrator at the time of his telling of the story. However, her significance is clear in that it affected the narrator his entire life and his tone is one of longing and regret
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