In "An Occurrence at Owl Creek Bridge," why is Peyton anonymous until the second part of the story?

A central theme of Naturalism is the indifference of Nature to what happens to the individual.  This indifference is conveyed by Bierce's objective narration in part I in which only an observation of the setting and character is provided.  The focus of the reader falls to the setting and action of the instruments of war who observe military etiquette in "silence and fixity," at least until the man ponders his death as he becomes conscious of his watch ticking.  Thus, the anonymity of the character conveys the coldness of war and indifference of Nature.

With this focus now on an individual, the observations of part II are from within the character of Peyton Farquhar as well as outside him; thus, the narration switches to omniscient narration in part II; the narrator knows everything, the inner thoughts of  his character as well as his actions.  In part III the narrator switches to limited third person as the narrator focuses solely on the thoughts and feelings of one character.  With this narration, the reader begins to identify with the character.

However, the stark ending returns the reader to the very indifference of life and the brutality of war.  As he is in the beginning of the story, Peyton Farquhar becomes just a man, a prisoner now dead.