Names having power and therefore magical beings not wanting to reveal their true names, especially to a mortal, is a common fantasy trope.
Eh just wrap up your own headcanon about it. That's what I do.
Morgana's true name is not Morgana, that is but a name freely given (insert more mysterious words here).
Also I think this is true in IRL too, in the mystical sense but that's because I'm weird.
BUT, just think about it. You have a one night stand, you tell the girl your name is Larry, but you're not really Larry. You ghost her. Much easier to do without her holding your true name. Therefore the power of your name perhaps should not be given freely.
This is why fake ID's exist lads.
Anyhow I too found that to be a neat little tidbit of lore the first time I played CK. It stood out.