But those actions don’t affect the actual written form of the name, so they’re irrelevant to this discussion.
It’s different because those names are written in different alphabets; when writing in English we use the roman alphabet (occasionally with some diacriticals for foreign words).
But what we’re discussing here is conventional and unconventional usages of writing names using the roman alphabet, so again, your suggested analogy is irrelevant.
The fact is, as other posters have pointed out, that names used by English speakers and written in the roman alphabet do exhibit a variety of conventions in capitalization and punctuation (including spacing). Odell, O’Dell, ODell, and other variants are all originally the same name, as are DiBianco, di Bianco, and Dibianco, or van der Waerden, Van der Waerden, and Vanderwaerden.
I agree that people who tweak conventional written forms of nomenclature at their individual whim do come across as annoying pissants. However, it’s not my job (even if it were possible) to reform the annoying pissants of the world.
IMHO (and here we are in the proper forum for such a response, thanks Gary), it may be irritating and pretentious to adopt an unconventional way of writing your name within a given alphabet, but it’s flat-out discourteous for other people to deliberately disregard your preference because your pretentiousness irritates them.
Frankly, using a first name like “Twylyght” or “Ambre” (or, for that matter, “Bruiser” or “Spike”) strikes me as a lot more eye-rolly than just spelling your name without any capital letters. But I roll my eyes in private, and don’t presume to try to teach “Ambre” or “Bruiser” or “john smith” any kind of lesson about not being a pretentious twazzock.

There was a girl in a class at college I could not stand. Her name was one of the family Catherine/Katherine/Kathryn… only with some creative spelling on top of the normal variations. I made it a point to spell it wrong each time, and tried to make it a different wrong version each time. She called me on it a few times, and I would just say, “Gee, I knew it’s a weird spelling, I just can never remember which…”