I guess you can use the name of your retainer to anonymize your buying/selling behaviour.

So, say you were selling the only stack of an item and you gouged a crafter pretty hard on the markets when they bought it...

Thanks to your retainer's name being listed and not yours, the crafter doesn't know it was you. So when you are doing a dungeon and that crafter turns out to be your healer, they won't know to take revenge on you by letting you die repeatedly.

I... don't know whether this is a good thing though.

I used to like meeting players in XP parties or mission groups that I had bought items from using the FFXI AH. It was like "Oh hey! You might not know it but I've bought all of my cross-bow bolts from you!"