A friend of mine gave me a link to a forum to a TV show that I'm a fan. The forum doesn't allow anonymous viewing. Since I have a primarily account that I use for all boards on this particular service, I don't want to change that primary account to "showing my user name."
There are many reasons why a person chooses to remain anonymous. For me, since I'm a moderator of a very popular forum (http://xena.yuku.com) I keep myself "anonymous" because I don't want people to know that a moderator is on the board. It doesn't sound that bad, since there's usually a moderator on the board that has their user handle open. But I also would like to remain anonymous to the rest of the viewing public. I've always had an anoynmous user name for my website and other boards on the service.
Personally, there is no reason why to block anonymous viewing other than board moderators having a stick up their butt about something. It doesn't hurt anything, especially since after the person posts--their user name is revealed as being on the board when the post appears.
So in other words, allow anonymous viewing. There is nothing wrong with it. It doesn't hurt anything and you could be denying good members access to your board.