Naming the first price tends to give up too much information. The other party now knows what you value it at (at either the highest or lowest price, depending on the side) and can negotiate you up or down from there. It also puts an immediate floor or ceiling on the negotiation that could burn you. This is especially true if the information is asymmetrical.
Imagine you're interviewing for your first job in a new industry/country - they ask you what you want to earn, and you say "$50,000". Now they can either say "oh, that's much higher than our starting rate" or "that sounds about right" - they'll almost never say "really? We were thinking $75k."
It might go against the business' interests to lowball a hire beyond the base salary, and in many places it is illegal to pay someone a lesser salary than somebody else in the same position. I've heard of the "we were thinking +$xx" happening a few times; I guess both sides end up very happy.
Why would that be? Wouldn't a good salesman anchor as many details of the deal as possible in his favour?