User blog comment:FairyRaven/Fairy Tail Chapter 391: Gray vs. Silver, Review and Commentary/@comment-87.112.175.111-20140704214036/@comment-7418318-20140704223747

Who said he "needed" to call himself that. Maybe he just felt like it.

Maybe with Demons changing the name is like changing the hairstyle for a Human.

Or it could have been an attempt to maximize the terror and demoralizing he could inflict on Gray once they meet. Revealing that he is really Gray's nemesis together with the body-snatching is bound to be more effective on the psychological level than revealing those two facts seperately.