/changename was not intended for players to constantly change their name in game. Originally is was so make it easier to add or remove clantags.
There for when you use /changename it reads your login name, and sets all your account to the name you change to.
When you use it again without logging out and changing your nick in the SA:MP client, the /changename reads the old name, tries to rename your account, and finds it does not exists, there for does nothing.
Hope that you understand how it works and where it goes wrong...