I can think of a lot of reasons. They might not want criminals to know their real name. They might be as leery about digging around for an ID in front of an armed man in the middle of nowhere, as Mr. Mally was leery of them.
I do not fault the officers too much, except after they decided that they had to arrest Mr. Mally.
There are so many details left out of this story that it is pitiful.
I hope that we will get both sides of the story before too long.
I would assume that "identify" would mean showing ones credential, not verbally giving name, address, and phone number. That is a routine and expected action; and the reason cops carry an official ID.