What then besides gender bias could account for Mark's failure to include the name of the woman who anointed Jesus at Bethany?
Some scholars have suggested that Mark's gospel is shaped by a common Hellenistic literary form called a chreia, a short, concise recollection of what someone did or said. As such, the focus is on Jesus and not the secondary characters that interact with Jesus.
Others have suggested the missing name is due to the concept of protective anonymity. That is, when the tradition took shape in the early church the woman, if identified, would be in danger due to her association with Jesus and her action of anointing him as Messiah. Support could be found in passages such as John 20:19 and Saul's action against the fledglin Jesus movement in Acts 8:3.
I also think one simple explanation may be in order. The woman's identity was not known by Jesus or the disciples at Bethany and consequently was not available to the developing tradition.
Finally, studies in oral tradition show how details were often changed or omitted by the various story tellers who adapted the tradition to their particular life situation. Because oral tradition is fluid, the woman's name was not part of the tradition that Mark inherited. In other traditions, she may may have been specifically named.