I think that if a game doesn't have a name-changing option, it's either because the developers wanted to save themselves the extra work, or because they have a very specific image of the MC in mind.
These days, it's pretty common for voice actors to say the MC's default name, so although I used to always change the name, I've gotten used to keeping the default one.
That said, sometimes the default name happens to be the same as one of my parents' names, so I still think it's better to have the option to change it if possible!