I think the client doesn't say who it's from because too many people would think they can send money back all the time.
There are other reasons, too. For one, there could be several "From" addresses. In fact, there are several examples of this in the lotto account. Which address will you send the money to? (Currently, it doesn't really matter, but it's a valid question) The other reason the "From" address isn't displayed is because they might actually be temporary addresses that were used for change in a previous transaction. Although these addresses are currently not treated any differently than normal addresses in the client, it's possible that future clients will purge these addresses once they've been emptied. If too many people became dependent on the "From" addresses, this will become impossible to implement.
That being said, there is no immediate concern in using the "From" address.