To give a first name to Meursault would signify admitting that he is, in fact, someone who has a defined identity. Even as an absurdist character, Meursault does not unite the characteristics that would deem him as an "equal" to the rest of society. He does not know how to understand people, he refuses to abide by the social canons and is overall a dispassionate person who lacks any knowledge about himself as a person.
Since Meursault does not really make any meaningful connection with the rest of the world, not with a higher power, nor with his inner self, he is more like a non-entity that merely "sticks" to things and then lets them go. Hence, the fact that he is so detached from normalcy and his indifference to being a part of a whole are good reasons Camus could have chosen not to give this man a name.
After Meursault finally comes to his senses (or so it seems) and wants to reclaim his spot in society, he seems to have had his humanity renewed, even accepting the concept of destiny:
"We’re all elected by the same fate."
Still, his contradictory nature really does not let us conclude whether this change is temporary or not.