Because they choose to
well that cleared that up then! Ok slightly different question - what gave them the idea to do it in the first place? Seems a bit of an odd thing to do, live 20 odd years of your life and then change the way you want people to address you. In fact I can tell it's odd because 50% of the population never even give it a moments consideration - and if they did people would look at them askance.
I don't care if women want to change their name or not, or if men do, it's their life and their name - but lets not pretended that they chose this chooseful choice in a vacuum and that it was one they would have come to naturally, even if they grew up on a desert island. In fact forget desert island - they don't even do this is Spain.
name changing on marriage is a societal expectation that is limited to only certain societies, and a patriarchal convention - a woman has her father's name until she gets married and then she takes her husband - it denotes ownership of women. A man on the other hand just has his own name, I mean it was his fathers too, and his fathers before that, but it belongs solely to him and he wouldn't think to change it.