Adding a custom name option isn't that simple in this case; characters often refer to Kazuma using his various (canon) nicknames like Trashzuma, Scumzuma etc., which are variations of his name. That, of course, doesn't work for custom/user-defined names.
On top of that, there are multiple cases where characters (Yunyun in particular) stammer, turning "Kazuma" into "K-K-Kazuma", or instances of Aqua being drunk and slurring the name, turning it into "Kazhuma-a ..~", neither of which would work with custom names.
Sure, I could invest time and effort to separate the two, completely ignore Kazuma's nicknames for custom characters, and maybe even have an automatic name transformation for cases like slurring/stammering... But it'd take away from the writing (which would be my biggest gripe with it), and use up a lot of my bandwith since this would require time and effort to implement and support in every new release.