I agree that a smart employee (and employee team) will keep it under their hats when they identify a shopper, because every time they see that shopper coming, they already know it's test time .... easy "A," right?
Unfortunately, many employees have an "us vs. them" attitude toward mystery shoppers. Shoppers are viewed as spies who covertly infiltrate the premises, getting "free" food in return for spying on and "catching" the employees. In this age of video and other games, this becomes a game of "Who Can Spot the Shopper?" "Gotcha! I know who the shopper was! No more free food for him! The company will have to find a new spy. Bring it! Can't trick me!"
For many mystery-shopped employees who are not necessarily building a career, the enjoyment of "winning" the game by identifying and outing the shopper is more pleasurable than the idea of remembering the shopper's name and face so they can score perfect next time. These are not soldiers who are trying to win the war, they just see one battle and they are taking a single hill.