Because he's awesome.

Because every time he has a break down or something goes wrong he decides "Well identity change time."

for different reasons.he created giant-man to contribute more to the Avengers, yellowjacket was a result of his multiple personality disorder while Wasp was simply his way of honoring Janet. 
 
whats up with this threads title anyway? what does changing themes have to do with being and ego maniac

He should just assume his Hank Pym persona like Steve Rogers, Nick Fury and Luke Cage, enough with the silly names and costumes.

Why has hank had so many alter egos and hero themes??...........................