the main reason - they do not want to be tracked or listed or annoyed in any other shape or form
How can they be tracked?
Users cannot be tracked only with a username. If their username is public they are still anonymous. There are some users with public usernames. But no one know them.
My username in bitcointalk is now public. Do you know me?
Tracked here does not mean that we will be able to know the real identity of the player. It is more about tracking the account's statistic IMO, i.e how many times the user won the race, how much the user have wagered, how much the profit, etc.
But isn't it what the hidden option deals with specifically?
I mean it is not just about hiding one's user name (for example, my user name here is the same as at wolf.bet) but also one's stats and what not. If you could see someone's stats behind their hidden status, you would still be able to track that user eventually (by circumstantial evidence or whatever). If anything, I'm in favor of hiding everything once you chose to hide your user name since otherwise it doesn't make a lot of sense (as it leaves plenty of holes)