...Tolkien didn't think Gandalf had spent enough time in the far south to have acquired a name from the inhabitants of those regions, and that "Incanus" was merely an older name given to him in Gondor that fell out of use over time.  Gandalf himself says "to the East I go not," and I'm willing to take his word for it.  Those areas were supposed to have been the purview of Alatar and Pallando, and much as he may have a reputation for being a meddler, unless there was a solid reason for him to go there, I think he would have remained in the more western parts of ME, where the greatest threat from Sauron lay.  Also, if one considers that Saruman went East with the Blue Wizards and returned without them, he may have given a report to Gandalf that indicated it was not necessary for them to go there.  We don't know, but I have a hard time imagining that Saruman spent some time in the East and never breathed a word about what he did while he was there, even to his fellow wizards.

(bizarre aside:  When my sister who has trouble remembering names got to the line about all the ones Gandalf had acquired, she asked me why Tolkien gave him so many, which I attempted to explain.  But when I mentioned the notion that "Incanus" was no longer in use, she wanted to know why he even bothered to tell us.  I guess some people just don't appreciate the glories of other languages... ;)

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We need the faith to go a path untrod,
The power to be alone and vote with God.
--Edwin Markham