I think people do it for a number of reasons: 1) to avoid triggering ads, 2) if they're going to relate a negative experience and don't want to put the store's name in their post and end up accused of libel or something, or 3) to avoid a digression in the thread where posters end up discussing the store instead of the etiquette issue. My preference is to either use the store's name or keep it generic ("I was at the grocery store" "I was at a big box electronics store") unless the specific store is central to the story, but I understand why people try to be specific -- nearly everyone (in North America) knows what kind of store Target is and what you can generally find there, so it's easier than trying to explain what kind of store you were at, and it sometimes makes your story more interesting if you can include specific details instead of generic.
I don't think there's any stated board policy one way or the other, though.
