In the case of my Lord trilogy, I chose all the titles. But publishers may balk at a certain title or prefer titles of their own choosing. The title A Dangerous Love , for example, is the result of weeks of discussion between my editor and I, as well as discussion by other professionals at the publishing house. We considered and discarded over 200 titles. The result is not a title I would have chosen myself, but I like it well enough.
Authors use pseudonyms for many different reasons.
Sometimes they prefer to have a more interesting-sounding name than their own. Usually that is so readers can distinguish between an author's different styles. My Deborah Martin books are fairly serious historical romances. My Deborah Nicholas books are contemporary paranormal romantic suspense books. And my Sabrina Jeffries books are lighter, more humorous Regency historical romances.