I've actually been around Steam's friend max the past week. I don't talk to a lot of them, mainly for the same problem you're having - They don't use their normal names on Steam. Half of them I don't know where I added them from, so I'm not sure about removing them. I already cleared out the people who hadn't been on forever who I also don't remember.
Sadly, I know WLM has the naming feature you talk about. I actually accidentally set it a few times, then they'd talk about how their name has been different for months and I didn't notice. Point being: stuffty WLM has this feature - Why not Steam?