I can imagine that this is part of the deal with the music industry. They might have said: ok, you may drop the DRM but if we find one of those DRM free files on a file sharing network we want to know who did it.
Or maybe Steve offered this as compromise to the industry. Maybe he even exploited the industries apparent lack of understanding new technologies and told them it's a watermark. Well, probably not.
But imagining the background stories that might have lead to things like "personal info in DRM-ree files" is fun!