Why we probably won't ever see a name change service...

[Wolfandre]

I can think of a MMO-cultural reason for why SE resists allowing us to change our names.

Preventing name changes disincentivizes bad behavior. People who cannot gain anonymity may be reluctant to rob FC chests, be cruel, vulgar, or disruptive in chat, or rip people off with trade schemes.

This doesn't work in FFXIV, as names are tied to character data. A person who changes their name will still be on the blacklist of everyone who has them on it. This is evidenced by everyone who played in 1.0 still had their friend list data, even if anyone changed their name.

Source: I'm a Legacy player who confused way too many of my friends with a name change at game start.

EDIT: Clarity.