Some of them have the data but it's not visible in the camera menus itself.

My IXUS has got my name in it but you can only tell by looking at the EXIF data embedded in the images. Also it's awkward to set as you have to do it via the Canon remote capture application whilst you've got it plugged in via USB. So chances are that most people out there don't even know it's got this or know how to read it. Stupid implementation IMO