After all, it's part of who he is. It's his identity, and in the Balkan states identity means everything. A name will distinguish Croat from Muslim and Muslim from Serb. The alphabet used to spell the name also discriminates. Muslims use the Latin alphabet, while Serbs follow the Cyrillic form of writing.
Spiritual expressions differentiate as well.
A Catholic crosses himself with two fingers, left to right. An Orthodox Serb will make the sign of the cross using three fingers, right to left. Catholics build their churches on a north-south axis. Orthodox believers construct theirs east to west. Even without a sense of direction, you can see differences in domes, spires, and minarets.