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Is there a word that describes the phenomenon, often seen on SE sites, where someone says they are asking a question "for a friend", but actually mean themselves?

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The technical term for this among professional linguists is "lying". – Dan Bron Aug 12 '14 at 23:52
I came, I see a comment, I approve – Raestloz Aug 13 '14 at 9:57

One expression which encapsulates the phenomenon to which you refer is "under the guise."

Under [or in] the guise of a helpful friend, the OP is really asking the question for his own benefit.

On call-in talk shows on the radio, for example, a caller might preface his or her comments to the psychologist or psychiatrist by saying,

"A friend of mine is struggling with an addiction problem, and I'm calling to get some advice as to how I can help my friend get free from the downward spiral."

You know what they say:

Denial isn't just a river in Egypt.

As an armchair psychologist, however, I commend the person who calls about his "friend's" addiction. Despite their pretense, at least they realize there's a problem in their own life and are seeking help, albeit indirectly.

As for an OP who asks a question supposedly for a friend, I see nothing particularly wrong with that, unless the OP's motive is to deceive or otherwise hurt another person. Sometimes we just find it hard to admit being ignorant, whether the reluctance stems from pride and/or fear of what others (including peers) might think us, or from some other relatively harmless but perfectly understandable motive.

Another expression which comes to mind is feigned ignorance. One interesting aspect of feigned ignorance is that it can proceed from an ironic perspective. Socrates had mastered the art of feigning ignorance in order to encourage his interlocutor to talk himself into a corner, so to speak. Once that happens, the person who feigned ignorance can then pounce on his prey and eviscerate him verbally, exposing the interlocutor's true ignorance.

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It's usually used with more the sense of experiencing another person's circumstances, but you can also act vicariously. In the context of vicariously asking for personal advice, you present someone else's circumstances in lieu of your own. But that other person (who may not exist) doesn't actually get the advice - you do. From Merriam-Webster:

vicarious - serving instead of someone or something else

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Consider the term projection

The attribution of one's own attitudes, feelings, or desires to someone or something as a naive or unconscious defense against anxiety or guilt [American Heritage Dictionary]

This concept is used extensively in psychology to describe the unconscious attribution of personal thoughts or traits on another, but it is applicable in everyday usage as well.

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