In SO you are allowed to define and redefine your handle at whim. I myself have done so but I was reading an SO entry from a while back to which the well known Jon Skeet made a comment to which someone responded @Jon... But Jon was no longer Jon he was now (and probably still is) Tony the Pony. Now I know who both these handles belong to but to the SO neophyte there is a disconnect to see comments referring to @Jon but there are no longer any comments by Jon. It's an interesting quirk since Tony the Pony is probably in the top 1% of commentators and answer factories so he has pretty good coverage in the Java and C# worlds.
I take your point that it creates some oddities. When Tony retires and I go back to being Jon (which I'll probably do some time this week) there'll be a bunch of comments directed at Tony which now seem strange.
I think it's probably best not to worry about it too much - but also to use name changing sparingly. If anyone's confused and adds a comment, the post's owner is likely to be able to set the record straight.
What is in a name? Your reputation follows you no matter what you change your name to, as do your questions and answers. IMO, Jon Skeet changing his name to Tony the Pony might have made OPs look at his answers before judging them by his name alone, which is a good thing. Most likely Tony got the upvotes anyway.
The important thing is that our unique User ID's don't change, i.e.:
Tracking name changes is probably more critical on sites such as EBay where the display name is the only way to identify a user.
Ultimately the display names on our accounts are just like nicknames and we should be able to change these as and when required.
It should be just as easy to change your online name as it is to change your real-life name. In the US, all you need to do to legally change your name is... start using a new name!
For example, if I want to go by Johnny instead of John, I could.
If my Fiancee wants to change her last name she should be able to.