I may be wrong about this, but I think that in the current version of the blog module the name field is required even though it is configured to allow anonymous comments.  My understanding about this feature is that when you allow anonymous comments, you allow non-registered users to add a comment.  Another way to say this is that you don't have to be logged in to add a comment, so in that sense it's anonymous; however, you still have to at least enter a name.  If my understanding is correct, then the way to change this behavior is to make a change to the source or to add a request for a feature change by submitting the request to the DNN Core Framework section at http://support.dotnetnuke.com.

HTH,

Don