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Does anyone know if Tolkien left any statement about why he changed the names?
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I suppose no. But fairly plausible speculation may be presented to your attention
it will run as follows:
Alatar the Romestamo (East-helper) and Pallando the Morinehtar (Darkness-slayer) went East
Romestamo and Morinehtar sound more like titles, or job-descriptions , rather than names proper to my ear.
The shift of time is even more interesting - why should they come in S.A instead of a third? And with Glorfindel, at that? Were Saruman, Radagast and Gandalf sent to finish with what original Istari failed to accomplish?
But I have strong suspicions that in this particular case J.R.R.T was working 'backwards' - letting Glorfindel slip into LoTR and assuming that he was the same as have been slain by a balrog in Gondolin, he than wished to work up plausible background for his return and gave him companions.
All of the above, being, as I've mentioned, idle travail of sleepy mind on the brim of its bed-time
cheers