Of course they have names. You just don't know them. Not every bandit are telling their names to you when you are in the battle with them - that wouldn't be smart at all.
We should be told IMO, and it's the same with the generic "Imperial Soldier/Stormcloak/_______ Guard" tab. It's not exactly a major gripe, but would just be something nice to see.
There are two reasons they don't have names.
1. That would just be ridiculous naming all of them.
2. If they had names, the player wouldn't know if they are just random people or bandits.
1. Again, randomly generate them.
2. More immersive IMO. There's no reason you should know until you can see them.