It is not a requirement to change your name when you get married.
Many professional women have worked very hard to create a name for themselves in their career. It can be easier to leave her name unchanged, so that business contacts can find her. Name changes can create havoc with everything from e-mail lists to the company rolodex files, so it can often be not worth it.
Also, if the woman has children from a former marriage, she may wish to keep her name the same as theirs.