For Shadow of the Colossus, I agree. The name is never mentioned (except possibly in the manual?), but that game would be no different if the Wander/Wanda name wasn't attatched to the lead. BioShock, on the other hand, the whole concept of Jack's origin is pretty central to the story. The only reason he's never named in game (or early game at least) is because the surname would probably clue you onto one of the game's big twists.