[Kalimac]

In a lot of older societies, someone's name was considered a very important part of them and a direct link to their soul; in parts of medieval Scandinavia it was considered very bad to name a child after a relative who was still living because it would be an invitation for death to take the relative (or the child). And Peter Freuchen mentions that some of the Inuit he lived among refused to say their own names aloud, fearing that if they did they would attract the attention of unpleasant spirits, or lose the protection they had by remaining anonymous in the spirit world. I think this may be the reason that the Devil is referred to by so many euphemisms; there's the fear that saying his true name would attract him, a sort of call as it were.

That strikes me as the most likely reason they would not want to mention Sauron's name. Possibly it didn't make a difference, but possibly it did. The idea would have just been that to mention him was to attract the attention either of him or of some nameless spirits who might do - who knows what? Anyway, best to be on the safe side.