If you have done that location before, they probably identified you from the security camera footage after they received the report. Some businesses even print out pictures of the shoppers and post them so employees can be aware and be on the lookout for them. There is no way to remain anonymous when they can identify us on camera. Just don't worry about it.
If they are getting good reports a smart manager will not report you as a mystery shopper. It's in their best interest to have you continue to shop them as they can trust you to give fair and honest reports. Of course if they consistently have discrepancies that's a different story.