I have seen multiple questions here on meta discussing how to merge accounts that have originated as unregistered user.
Today it was this post on Music.SE where someone had posted a question under the name "Julia" (but as an unregistered user), and so posted a new question as an answer to her question with the same name Julia, but as a different unregistered user. It was clear that this was the same persion, because she said "thank you" and referred to "having another question" as intro.
This makes me wonder if there are many unknown occurences out there of potentially the same users having multiple unregistered accounts, and not experiencing the benefits of having one joint account that can live on all SE sites.
I think it might be causing more problems than gain to open for asking questions and posting answers without the registering process. It is not that big deal to register, and because we are a bit strict on how things are done in this network, it is easier to teach people the basic concept during registering.
The example I linked to was a typical problem for new users: They treat the original question as a forum thread...