Mainly, because the .HIV TLD has a public interest commitment
(https://icannwiki.org/Public_Interest_Commitments):

"dotHIV as a social enterprise is driven by its sole mission to support the
global HIV response. Therefore we will reinvest all excess profits in projects
serving this mission."

This would become hard to control if ownership of a TLD can be anonymous.

Update: Relying on ICANN Community-Developed Processes for a Safe, Secure
Internet

https://www.icann.org/en/blogs/details/relying-on-icann-community-developed-processes-for-a-safe-secure-internet-5-1-2022-en
#ICANN

"These assertions raised questions and concerns during our review, particularly
with regard to ownership, as TLDs are not considered property."

"Additionally, we are aware that some of the TLDs" [e.g.
@dotHIV] "put out for auction by UNR are meant to
support certain public interests, [...] with unique and specific binding
obligations on the registry operator."

"Despite assertions made publicly, ICANN has not indicated that the issuance of
#NFTs was the primary concern relating to the transactions. ICANN questioned
what purpose they serve. ICANN org has since been informed that the NFTs have
been destroyed."

"This only serves to make the issue more confusing since the NFTs were marketed
as enhancing the value of the offering, but now are set out as unimportant and
of no value."