One of the main concerns in investigative journalism is credibility. Often journalists act as a conduit for information their sources want to make public, but which would be dismissed if the sources tried to release it anonymously, since no one would be able to verify it. The journalists declare that they’ve verified the information themselves and stake their public reputations on its truth—and obviously that key function depends on their putting their names on it.
Generally, because it shows you can be trusted, because you're honest about who you are.
There's a reason people don't trust shit like ZeroHedge, and it's not just because they peddle bullshit, it's also that they hide behind false personas. On ZH in particular, every post, no matter the source, seems to be made by "Tyler Durden." Tyler Durden is a fictional character from a black comedy film.
Being real, open, honest, and forthright about who you are and your intentions is how you get people to trust that you're a valid source to begin with.
It's pretty clear that information where the source is obfuscated can often not be trusted. In those cases, you need more third-party verification, because who knows where the information came from.
Journalists are being fair to protect their sources, who may face more significant danger than the journalist does. Someone in an autocratic government leaking info on their leader is in a much more dangerous position than the journalist who reports on it, despite both being in danger.
Anyway, it's simply bravery on the part of journalists.