I agree with Karlin that changing the name is not a big deal for dogs. We can't anthropomorphize them and think they know it's a "name" in the same sense that we hold identity with our name. It is, like Karlin said, a command/word that indicates that you want their attention or that they are going to be getting attention from you.
So many dogs have multiple name changes in life (think of all the strays at the shelter who are given a new name when they come in) and adjust perfectly.
Dogs are not our whole life, but they make our lives whole.