Why "Steve" then? Are you ashamed of your original name?
It is because half of Americans cannot say a foreign name correctly, or choose not to say it right. Hence, many people use easier names. Same with a lot of people, including actors. 60% of actors and musicians dont use their 'birth' name.
As for Phil Heath having big arms - oh yes, they are huge. But comparing them to Ronnie Coleman at his peak is not even close.