It's actually dangerous and illegal to use your real name openly in most adult-oriented jobs (dancing, online-stuff, videos etc...).
In some cases you will be fined or loose your job if you reveal your real name, because the whole work is centered around creating a fantasy situation. And just too many cases of psychos, obsessive (or just lonely) people to use your name to try and find you, meet you etc...you can imagine how bothersome that'd be!
I wouldn't hide it from those close to me, but the rest of the world... yes! Guys would be such jerks thinking they could have their way with you and professional or academic people would not treat you with respect.
I'm agreeing with Yuli, Ioanna, and KD. Also, having a stage name isn't always indicative of shame, hiding, compromising core values, or conflicting deeds and values.
Safety is a big thing. My business number is the same as my cell. My business card is accessible by the public. I've received a handful of creepy texts and a couple disturbing, unsolicited photo texts (yikes) - fortunately not a lot, my energy doesn't attract a ton of weirdos - except for RPDers
. And when alcohol is involved (often is), people get bolder/creepier/overly enthusiastic...
In addition to safety, a stage name/alias is part of the art, the act, the fantasy. If you were a stripper and tend to be reserved/shy/inhibited, having the DJ announce you as "Karen" - the same name that your grandparents call you and that reminds you of when you were in 6th grade and awkward and grossly unpopular - may not be very ego-boosting/performance-enhancing. A stage name like "Sapphire" (or something very meaningful and sexy to you) is more likely to inspire you to be what you are aiming for - a(n) fantasy/artist/performer/star/sex goddess. It's part of the art and the fun - not using your given/legal name can actually help you be a better performer - and a more prosperous and confident person, too.
I also consider choosing a new name as a kind of unique, personal rite of passage. One of my best friends chose a different name in her 40s. I knew a guy in college who "chose" his name when he was 11. Sometimes we choose new names or new names/nicknames are given to us like a gift/blessing. It's fun.
I understand what you mean, Dan, and I love the point that you make - it reminds me to be/stay congruent with my true, core values and where I'm confused, to figure out what my core values actually are (hey, Lex taught me that too!).