Because "Name ist Schall und Rauch" - a name is nothing but sound and smoke. (What's in a name?)

The Goethean don't care about names, in fact, they never used them and never gave one to their own race.

Names are just a method to identify someone or something and as ultimate spy race, they never wanted to be identified.

They take great pride in operating unrecognized. The bigger their influence without recognition the greater is their power.

They find it ridiculous how important names are to other species, marking themselves as targets.

The few that know about their existence called them "The Goethean" as a reference to their point of view.

Ironically enough, the whole species itself is not much more than sound and smoke.