"If a name is so embarrassing and penisy you want rid of it, why on earth would you wait until you get married?"
Because very few people just change their name, it takes thought and some effort. You might really hurt your parent's feelings, you might not want to explain it to everyone and appear like an attention seeker.
Getting married gives you the opportunity to change you name without all that baggage. You also might really like your husband's name - like i did. As far as i know i could be the only "bambambini" in the world.