1) is it actually true that only UK stamps don't have the country name on them?
2) assuming it is, presumably either
a) at some meeting somewhere (the Universal Postal Union) someone said 'every country should have its name on the stamps' and the British representative said 'bugger off' and the issue was left there
b) the British representative said 'OK, everyone should put their country name on their stamps... except us, of course'.
Presumably there are some minutes somewhere.