Just to clarify, I filled out a review a couple days ago and put in a 'name' to use for the review like always. Today I logged in to track shipping on something unrelated and discovered it used first name, last initial instead. There's a new control panel option for 'anonymous' reviews, but there was no notification of this change. To be honest, it's not the end of the world, but it was a shock and just felt wrong.
If you look at the pages for a product with lots of reviews like this gpu http://www.newegg.com/Product/Product.aspx?Item=N82E16814131..., you can see that even on the 36th page you still see firstname last initial.
And apologies if this happened a while ago/isn't new and I just didn't notice.
Update: The option to go anonymous also doesn't seem to be working.