It's pretty simple actually. If you're allowed to change your name, then everyone else is going to want to change theirs too.
It's just like your mailing address or telephone number... or PO Box #. You can't just up and say "Hey, I'd like my digits to be 123 instead of 56185145486156-2" (Assuming 123 just happened to be available) Even if you argue against that and say "Yes you can!?".. You'd still have to sacrifice some money for that actual change to happen. There's no merit badge privilege out there that awards you those changes for free.
[ot]Unless your in witness protection, but then still you have no real say so in the digits you get.[/ot]
I did make the case to allow certain members the right to change it, like the Supporter group or those who are active, helpful, etc. Not newcomers with 1 to 2 posts.
1. How many people would care? If I ask a question, I'd post it up on the forum. Whoever answers it, answers it. I can't PM anyone for help according to the rules, so there's no need for me or anyone else to keep track. Many forums allow their members to change their username. I don't see them having issues with this.
2. New-comers should not have the privilege.
3. You can hide your online status anyways. That doesn't do anything. Clients usually get PMed by the freelancer. Assuming the DB is set up correctly, they can view the PM if they haven't deleted it. But then again, if you're the freelancer and you changed your name without telling the client, that's the freelancer's fault and the client has the right to go somewhere else. Obviously the freelancer doesn't care about the client enough to mention it or even possibly take the job seriously enough.
4. Well, assuming the DB is set up correctly, the name in the posts should change. That's not a problem.