[Peachy]

Changing your legal name is a complicated and costly process. Why would you go through all that trouble just so people can pronounce your name right when reading it off a sheet of paper?
In fact, the United States is filled with people from different cultures and languages, and I would assume that people got used to weird or unpronouncable names. I've grown used to just saying and immediately spelling out my name to make it easier for people to write it down.
Not everyone has a boring name like "Smith"...and even that wouldn't help you in Germany, because it comes in three varieties: "Schmid", "Schmidt", "Schmit". So you'd still get the usual question "With 'dt' at the end?".

Peachy