I don't actually KNOW the answer to this, but would suspect (as I've been looking at name change issues myself) that it's because of a combination of identity fraud and child custody issues.
These days you do need a judicial order to legally change a name (it used to be you could just go to the social security office, fill out a form saying what you want the new name to be and that was that). I would imagine the difference between changing a name and adding a name would be:
1) You'd need to show that it would be better for your child to have your last name and NOT have her current last name (dad's?). To add your name you'd just have to show that she SHOULD have your name not that she should LOSE the other name. (it is doable though, especially if her dad isn't going to fight it)
2) From a fraud perspective... hyphenating your last name doesn't do much to hide your previous identity so isn't a big deal, where as CHANGING your name gives you a way to hide from your previous life.
Just the ideas of a fellow questioner :-)
T.