This is by design, for reasons of technical limitations.
Unfortunately, we don't have easy access to display names at a "network level". What's available (and what's backing the API) is very normalized, often somewhat delayed, data.
As a rule, only very small bits of data are pulled into global tables; as it all has to reside in a single database. Generally this means no strings, like display names (or about mes, or locations, so on).
I realize this isn't ideal, but it's the world we're in until some non-trivial upgrades in our infrastructure. Some of the necessary work is already being undertaken, but not all of it is in sight; I can't really promise changes for any particular API release.
What I suggest doing (and what the network itself does) is picking a way to choose a "primary user" and just fetching that one. We use oldest account (backed by creation_date on network_user), though in the past we have also used highest reputation. Either approach has its merits.