In my opinion history and dymanic is part of poker, and I dont see, why it should be any different online. If I go to my local casino, can I change my name from George to Michael and put on a face mask, if I think, some of the regular players have picked up on my style and found ways to exploit me? Of course not, so why should it be any different online.
As others have suggested, if you have leaks in your game, its your job to find and plug them, weather you are playing life or online. Or you can switch to another game, another site or another casino, if you want to face new opponents, whom you have less history and dynamics with.
That being said if someone regret the user name, they choose, then whatever no big deal to me. So maybe its ok, if you can contact support and request for a change. But not like every session, every week or every month.
There are sites, which offer completely anonymous tables, and if someone wants to play on those, cool, its their choise. But for me I prefer to stay at table, where I know at least the screen identity of my opponents.