Various reasons, but generally because it's possible.
By the time of my first name change I'd lived in 8 different towns, changing is what I'm used to.
Change is a good thing, and some people change more than others.
I can't imagine changing my names many times. Although I have considered changing my name to something totally new because I do not really like my given name. But this isn't something I'd be likely to actually do.
If and when I marry my bf, I'll change my name to his. Not that I have anything against my own, but I find it'll be simpler to have the same name if we're married. My sister will probably keep hers if and when she marries, because she's a scientist and is writing her Ph. D. thesis, and already has some publications to her name.
I took my husband's name when we married, gladly. If we were ever to divorce, I would want to keep my husband's name, in order to have the same last name as my children. If I got re-married, I would take my new husband's name.
I was glad to change my last name when I married. Went from a twelve letter last name to a six letter name. We are having some marital issues and if it ends up in divorce I'm leaning towards keeping it until or if I marry again.
Name changes could be good for a persona change too, if someone is embarrassed about their past life and want to start over.
I have considered sticking to the norm if I got married because my last name is a tongue twister, but now I've decided I'd probably do the hyphenated version of both (even though I kind of don't like the idea, too long) because then it'd be easier for long lost friends and family to find me!