domain\username is standard in windows networks, yes, but this is perforce, not windows networking. I've never seen anyone else use that convention for perforce, even those set up for domain authentication.
As I mentioned, Jenkins does not provide an appropriate interface for retrieving the Full Name of a user from any SCM. By default, it's set to whatever user ID is being requested ("domain\username" in this case). This is what is displayed when you examine the Jenkins user in the web UI.
I'm already working on a solution that involves adding a separate property to jenkins user objects that will store the correct perforce user id. It should make it into the next release.