Question

Why it is unusual for a protagonist to have no name

Answer 1

The protagonist in a story is normally the main character, so naturally it's strange for the main character to go unnamed.

Answer 2

The protagonist in a story is the main character. As such, the main character of any story would most likely be presented as a robust and well-rounded character, with complex characteristics and a deep psychological structure. It goes without saying that a protagonist, for the reasons stated before, would be named to give it all the more complexion. Some famous cases where the protagonist does not have a name is the narrator of Proust´s In search of lost time, or Beckett´s unnamed narrator in The unnamable.