Nerys explained in an earlier post why she didn't feel she could do that, RJ. She doesn't want to hurt her parents, and she believes that getting married is the only way she could jettison her name without doing so...
Which just goes to show that names are complicated, and that's because families are complicated. Heck, life is complicated. Names are affiliated with lots of things: self identification, family identification, ethnic identification, and so on. And yet to you, it all comes down to "self." But it's not that simple.
The thing that strikes me about your replies - all of them - is that you are concentrating on what is being lost: that birth name. But something is also gained, isn't it? An affiliation with another family, a family you weren't born into - not only the family that you're marrying into, but also the family that you and your spouse are creating together.
That's how I look at it, anyway. That's why I kept my birth name as a middle name - I'm a part of two families now, not just one, and that's what those names symbolize to me.
And I have to disagree that there is that much pressure to follow the traditional route - at least I never felt that much. Some, sure, but so what? Assuming your families don't freak out, it really isn't particularly hard these days to keep your own name, and I am speaking from personal experience since I have actually been married twice. During my first marriage, I didn't change my name. (In retrospect, I wonder if it was partly because I just wasn't that crazy about my first husband's family?) I made a different decision when I married for the second (and final) time. So I've done it both ways, both ways have their problems and their benefits.
You apparently see no benefits to changing, other than fitting in. All I can say is that in at least some cases, you're wrong.