Actually, it's because Anonymous posters either don't have an account or don't want people to know who is posting. Your name (and mine) are blue to show that, if you clicked my name or yours, we can see your favorites and stats.
People without accounts can't post at all, only members with a rank of privileged or more can post anonymously. Why they would chose to do so is beyond me though.
A while ago, you could post without an account, and most of the old Anonymous posts are of that kind. As for the recent ones, they're all by a guy called Quess.
Akari said: You can tell who chose to post as anonymous? I thought it was mentioned on the forum that mods couldn't tell. Quess, there goes your anonymity!
He said all the anonymous posts are by Quess. You don't honestly believe that, do you?
It's an old joke that all the anonymous posts since the Days of Lost Records are actually Quess, but obviously that's not true. Any privileged member can make an anonymous post. However, since I'm Quess, I haven't exactly proved much.