Hi, and Peace To All Here--
I think the reason this is true is that many people may not want to be defined by a label that can so easily lead to preconceptions. For example, if I say I am a Christian (which I am), that may paint a certain picture in the mind of someone else--they may think of me as a right-wing fundamentalist, or they may think of me as Catholic--you see, I am neither. (LOL--I attempted to take the test that some have been taking here in CR about determining one's religion, and I found that the questions themselves did not describe me very well, so I gave up.
)
Also, I think there may be lots of people here who are truly undecided--and this may be why they are here in the first place.
Anyway, this is my feeble attempt to answer a good question.
InPeace,
InLove