I can't really remember my precise reasons why not but I recall having this feeling that it was charity and that I don't go around stating which charities I give money to because I feel that such things reveal some aspect of my beliefs.
I'm probably quite raving about anonymity and the freedom to act without being judged by it by future employers, government and the like.
So I vaguely concluded a long time ago that as software can reflect aspects of political beliefs that such things are best done with anonymity.
These thoughts were a lot clearer a decade ago, now just out of habit I use aliases. No-one ever seems to mind and at some level it feels cool to know that you're not known.
I didn't make the mistake of using 1 alias everywhere, which is just as well as a couple of times I've let slip my identity in IRC chat rooms.
Edit: I remember now... I had a particular gig which required government clearance and during that process realised that everything I ever did was going to be factored into their judgement and in the future it would be too. It was then that I shifted all work that didn't need to be directly attributable to aliases.