For some, it happened accidentally.
Bob O'Billovich was born in Montana in 1940. When his family emigrated from Yugoslavia, the Immigration officer mis-spelled their name, which was "Obilovic".
My paternal great-grandfather emigrated in the 1890's from Poland, & wanted to change his name. He felt no one could spell or pronounce it properly. He chose a name from the Bible but, as Poland was then a duchy of the Russian Empire, he had been educated in Russian. Thus, he wrote in the Cyrillic alphabet.
The name is supposed to end with the letter "H", but when he wrote it, the Immigration Service misread it as a "K", as the Cyrillic "H" looks quite like the Arabic "K". We doubt that he ever realised the difference.