I've posted about this before, but yes, there are -massive- risks in allowing this. Every single codebase that uses username is at risk - that includes everything from the firmware of the psp, vita, ps3, and ps4, to billing systems, customer service backends, the web store, account management...
Some of these code bases haven't been touched in years, and now you need to not only review them for dependencies, but update them, qa them, and then make the change live in a huge mission critical ecosystem with millions of users.
Anyone thinking $10 a person to change your name would be profitable for Sony is wrong. Anyone thinking it's a simple change is wrong. I don't have access to their systems/database to give a sense of how major the change is, but that it's a massive undertaking is pretty much definite - you have over a decade of legacy code that would need review/modification/qa.
Even just 'adding aliases' requires this - it's not the 'solution' that is difficult, it is the implementation.