This isn't a bad idea but I'd like to elaborate a bit on why we don't do this.
Changing names isn't as straight forward as it may seem and this comes down to Xenforo (forum software) and our own backend. They don't always play nice and changing the name needs to be done in several places. As such, only me and Castellon actually has the option to do it which means that we'd spend all our time doing nothing but name changes, even if only 1% asked for it (we have about 800000 accounts on the forum

). Add to this, if someone picks a name that is already taken, there would be a massive back and forth trying to come up with another name and, well, it would be a mess. You'd also have the problem of trolls changing names to "hide in plain sight" so to say, something we want to avoid.
All this being said though I'm definitely not saying it will never happen. One idea we've had is to do what Steam does where you can change your name as much as you want but there will always be a "previously know as" menu showing all the names the user had before.