H. G. Wells leaves the main character of his novel The Time Machine without a name. The two times that he would have given a name, it was replaced with underlines. Why would he do this?
As has been mentioned in comments, this is common practice in fiction from that time.
This is not the only work of H.G.Wells to use the practice, for example The Man Who Could Work Miracles.
Many works of Edgar Allen Poe use the same trick. Particularly for characters peripheral to the story. Examples include The Murders in the Rue Morgue and The Unparalleled Adventure of One Hans Pfaall.
H.Rider Haggard uses the trick in She when referring to characters other than those actually on the journey to find Ayesha.
The practice is especially common in short stories and of works initially published in a magazine. Again, as @Mr.Lister put in his comment, this gave the impression of protecting the identity of people. Magazines often did this in real stories to avoid any risk of libel suits.