You're missing nothing. You can't delete and you cannot change.
If you absolutely MUST change your screen name you may appeal directly to the site owner, Alex, but I would assume you need a very good reason to get his attention on that one.
These things are supposed to be thought out before one joins and starts posting.
_________________
Mom to an amazing young adult AS son, plus an also amazing non-AS daughter. Most likely part of the "Broader Autism Phenotype" (some traits).