It would have been confusing as heck if it had happened right when the Auxiliaries came about. I had a tendency to think, "Hey, there's an unfamiliar name, it must be an Auxiliary," regarding them. So, if the Animorphs suddenly had unfamiliar names, I'd have thought the whole book was about a bunch of Auxiliaries instead.
. . . Not that I'd have minded a book told from their point of view. We needed more character development for them anyhow.
But, anyway, getting back to the point, there actually
was a character whose name got changed for a bit. "Timmy" was originally supposed to be "Tuan" and I guess they forgot about the change during a brief scene in book 52. That bothered me quite a bit, but I suppose that was mostly because it was a mistake.
If they'd hidden their names, though? I think I would have applauded that as a smart move on their part. Heck,
not to have hidden their names was a bit of an oversight. "Hello, my name is Jake. I can't tell you my last name, but I can tell you the names of my brother, vice principal, and all of my closest friends. While I'm at it, here's my address. But not my last name! It's too dangerous!"
Still would have been a heckuva brain-bender, though. To suddenly go from one set of names to something completely different.