The more interesting question is why you think that's strange, given that you aren't using your own name. I use my name just about everywhere (that lets me) instead of a "screen name", and yet I'm the one who's made the odd choice. :)
I'm using a nickname but my full name isn't too hard to find out either if you really want to know. People use short nicknames online so they can be referred more easily. Limbic~Region once said that he wouldn't have chosen that name if he knew how the chatterbox works. If you use a full name, people won't easily know that "brian" is the right short form to use, but if you use a nickname, they can just use that.
Update: one more thing. As you say, it's important that you use names consistently. People have to choose a screen name before they know much about what names are good or bad, and they don't want to change it later. The same thing happens with real names too: many people have bad real names because their parents didn't know better, and it's too much bother to change it later. (The parents needn't even be stupid, they're just very stressed and choose a name in a hurry when the child is born.)