I am going to go out on a limb here: Maybe he does not want to change his name because it was given to him

Just becuase his name is Barack Hussien does not mean that he practices/lives Muslim. His dad gave him the name and left town. I have SEVERAL friends with names that would give off the notion that they are not Christian, American, hell some not human, lol.
Obama is a proud man, very proud and driven. He is not going to let a name stop him from reaching his goals.
BTW, if I am wrong correct me, please.