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The idea of never actually naming a character is actually quite common, though only in more "mature" comics. In children's comics (DC and Marvel), everyone wants to be able to talk about their favorite characters so names are a given but in other publishers, names are secondary. Its not that everyone is mysterious and there are no important characters, its just that the name itself is not really needed to further the story. For example, the Saint of Killers is never named once, not because his origin is secret, in fact his origin is told in a four-issue miniseries, its because his name isn't important, and as such neither are his wife and daughter named, because they don't need to be, the only thing that makes them important is their relationship to Saint, knowing their names won't change the story.
Most of the time though, to replace the absence of a name, such as with The Saint of Killers family, their relationship to characters that are named will be mentioned, while other times there just characters that no one can ever refer to without a picture or something of the sort.