Artists have been using pseudonyms since hundreds (if not thousands) of years now. Some to the extent of adopting their 'fake' names. E.g. Amitabh Bachchan could actually have been Amitabh Shrivastava had Harivanshrai ji not adopted his pen name.
So why do you think they need excuses to have a stage name?
Because there is always a reason for people doing something?
Is that so hard to understand?
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