Ever since someone pointed out to me many moons ago that not nicknaming your Pokemon is liking calling your dog 'Dog' or your cat 'Cat', I've given them all names (sans Legendaries, since they're mostly one of a kind).
That's actually a really good point and seeing how in the game canon, the Pokemon don't even say their own names and instead have cries so naming them by their name makes even less sense I guess.