I would argue that Mangan's sister is unnamed because she represents an ideal object of the boy's love, and as such, is unattainable. His love for her is just a pipe dream, a boyish fantasy which never had the remotest chance of becoming real. She sends him off on a fool's errand to the bazaar, which itself perfectly epitomizes the unreal world the boy has been inhabiting. If Mangan's sister were given a name, then that would give his amorous feelings a specific object, something tangible and real. But his boyish infatuation has no object as such. Instead it is caught up in a general desire to escape from the restrictions and frustrations of a life that is impoverished, both materially and emotionally. The lack of a name or any specific object for these turbulent emotions, means that they have nowhere to go, and so the frustration continues.
The characters, most notably the narrator and Mangan's sister, are unnamed in order to emphasize the universality of the narrator's experience. He feels himself to be very much in love with the sister of his friend, and this is a feeling to which most people can relate: first love, when one is so mesmerized by the experience that it occupies one's imagination constantly. The narrator is overwhelmed by his feelings for his love, and he thinks of it as the most important thing in his world. However, he soon learns that no one and nothing else cares what he feels. His uncle comes home late and forgets to give him money, the train is delayed and then seems to crawl, there are no cheap entrances to the bazaar, and, then, once he's there, the most exotic thing for sale is a British tea set. How can he buy an exotic gift to win over his love when the world seems set against him? He can't, and his realization that the world doesn't care about his love results in his loss of innocence and the knowledge of his vanity in the end. This experience of first love and the loss of innocence is universal, and the namelessness of the narrator and his love helps to emphasize this.
The most obvious character who is not named in James Joyce's "Araby" is Mangan's sister. Throughout the story, she is known as "Mangan's sister," not as a named character despite the fact that the entire story is really about the unnamed narrator conducting a quest to win her affection. The narrator knows her name, as he admits that "her name was like a summons to all my foolish blood" and "[h]er name sprang to my lips at moment in strange prayers and praises which I myself did not understand."
So what causes him to not name her in the story? The simple answer is anger. At the end of "Araby," the adult narrator, who is recounting this story from a seminal moment in his childhood, explains he felt bamboozled by Mangan's sister. In his quest to buy her something from the Araby marketplace, he comes to realize she just asked him to buy her something because she was playing with him. He mentions this idea a few times in the story ("my body was like a harp and her words and gestures were like fingers running upon the wires").
At the end of the story, the narrator realizes he is not special in the eyes of Mangan's sister; rather, he's just another guy who was played by a woman. This epiphany occurs when he sees a young lady at one of the stands in the bazaar flirting with two British men. After this event, the narrator leaves the bazaar dejected, saying, "Gazing up into the darkness I saw myself as a creature driven and derided by vanity; and my eyes burned with anguish and anger."
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