@Teasday It's a small feature that is convenient. Majority of users won't know that all they need to do to get a name change is PM an admin. This just lets them do it without asking.
Most sites don't support such a feature, but some do (Twitter, Twitch, to name two that I am aware of). For those that do, it's useful especially when I get sick of my current username (which sometimes are made based on whatever is currently popular/whatever is stuck in my head at that moment).