Why does the protagonist remain unnamed?

The only name she gives us is Mrs. de Winter, a name she acquires after marrying the wealthy Maxim de Winter. She doesn't seem to be writing her story down, or telling it to somebody. Instead, she's remembering it, an unspecified number of years later. Either way, it's told in the first person: we don't hear about what Mrs. de Winter did, we hear about what "I" did.

Many of the things our narrator remembers would crush her identity as Mrs. de Winter if they were made public. She definitely can't talk to Maxim about this stuff. Her mind is the only safe place for her story. So, although memory is never flawless, we can trust that we are getting the version of the events exactly as she remembers them. She's doesn't have any motive for holding back information because her audience is herself.

The frankness of Mrs. de Winter's narrative allows us to see her biases. She is never looking at either Maxim or Rebecca through objective eyes, nor does she pretend to be. In her mind, Rebecca is always a villain, and Maxim is always the victim. (Yep, even when he admits that he's a murderer.) Maxim, Frank, Mrs. Danvers, Jack Favell – all these characters are seen through the filter of her eyes and her imagination.