In additional to concerns of mass surveillance and privacy, there is a also cultural factor, for example, members from the WELLs (a forum) or early Usenet are expected to post publicly using their real names, on the other hand, for example, privacy is highly valued socially in Japan, it's considered eccentric or offensive to reveal one's identity online when people are not speaking publicly. I remember reading a story of how an owner of a cat whose pictures went viral worldwide refused to reveal his/her identity to any journalist, not even interviewing the cat, including a U.S. journalist who perused the case sincerely.
It's discouraged by the HN Guidelines to make throwaway accounts constantly.
> Throwaway accounts are ok for sensitive information, but please don't create accounts routinely. HN is a community—users should have an identity that others can relate to.
Since it defeats the karma system and leads to abuses, such as publishing defamatory comments in a hit-and-run manner. But personally, I don't have a problem with them, per se, as long as the comment is constructive.