People who are in love with this utopian vision of anonymity-free forums are always amazed to find out that not everyone shares their opinion.
People are assholes to each other offline despite knowing each other's real names (and addresses, and mothers, etc.).
People are assholes to each other online despite knowing each other's real names too. You can feel pretty secure being an asshole when you know for a fact that your target lives a continent away, or in another city. Unless you actually break some kind of harassment or hate speech law, what are they going to do?
The kind of person who would actually travel a vast distance to beat up someone who pissed them off on a forum would obviously have a field day with real names, and I doubt the reciprocal revelation of their own name would do much to deter them.
Some people don't want to connect their real names to their forum nicknames, not because they are ashamed of anything they say or think that there's anything wrong with it, but because they're aware that they might attract serious meatspace trouble for it anyway. Or because -- like me -- they just don't want everything they've ever said online to be instantly and trivially linked to their real names with a single search.
Finally, some people don't like to use their real names because the names themselves reveal things about them which invite additional crap from assholes: gender, nationality and race. The internet allows people to present a neutral public face to strangers, and thus communicate on a more level playing field than is ever possible face-to-face. I consider this to be one of the best things about the internet, and I'd like to cultivate it, not eradicate it.