Why is it unusual for a protagonist to have no name?

It isn't at all unusual for a protagonist not to have a name particulary if the protagonist is also the narrator. The omission of a name lends a mysterious air.... in the end, we have the character... their name is unimportant.

In addition, the character of the Invisible Man.... is invisible. He garners no notice and lacks an identity. Thus, he doesn't need a name.