Most women likely don't think twice about it. Many do it based on tradition. Many do it out of convenience - I mean, who wants to explain that Erica Smith is in fact Stephen Jackson's wife even though they don't share the same last name? Especially when children are involved?
This is something I never really struggled with as I was getting older. I find name changing to be an antiquated, sex-discriminatory practice that is all too easily accepted (and expected) by many in society. It simply doesn't make sense to me for me. In my opinion, at least with regard to how I feel about it personally, I don't understand why I'm expected to give up the past 32 years of my life, simply because I decided to marry the person I love.
That said, I assume many who do decide to change their name just don't take it as seriously as I do. Most likely they don't look at it as giving up their previous life, but rather committing to a future life. I think this is easily accomplished by saying your vows and getting married. That seems official enough to me, but can understand why it's not an opinion shared by everyone.
Finally, when the time comes, we'll have to figure out what happens with the kids. Is Daugherty that weird of a middle name?