Let's get something out first: Zino is a part of my real name. It's not like a super clever alias meant to hide my Bruce Wayne.
My family name is used as an alias in historic events, and is shared with a somewhat famous author, and a somewhat famous engineer. That, in and of itself, isn't a big problem. A lot of people share last names with totally famous people, without being, you know, actually a close family relative to these people.
The name Zinovieff is very rare. I know of a dozen people having that family name in the whole world, who are alive today, and yes, they are all part of my family, if you include everyone back to the branching and exiling that happened in the aftermath of the revolution in Russia, circa 1917. We're not really in touch, but I've had contacts with all of them. It's also kind of embarrassing to explain to people who ask that the name probably literally means "Son of Zeus" (although a possibility would also be to relate it to the word "stranger").
But people have a tendency to misspell it, have a hard time pronouncing it, and just general butchery is afoot. It's also apparently one of these names that are easy to forget. Not a huge issue, just an issue. We don't have a family member that's famous enough that everyone gets schooled on correct pronunciation and spelling. Plus, the Cyrillic original uses characters that don't exist in roman letters or in most languages, so...
Why not use my first name then? Well, everywhere I go, if there's more than 10 people, chances are someone else will have that first name. Plus, it's kind of embarrassing that it means "victory of the people". Yes, I have a thing for linguistics and etymology.
My mom always called the group composed of my grandfather, my father, my brother and myself "the Zinos". Or maybe she started using that moniker because someone among the friends of either generation shortened our name that way. I'm the only one using that nickname in my immediate family though, so it's mine.
There is also something weird about having a non-artistic pseudonym (if you can call it that): everyone who hasn't spent a lot of time on IRC, chatrooms, forums, online games and the like just don't get it. But when you call your friend Katherine "Kathy", or your buddy William "Bill", you essentially use a name that's not actually theirs. The only difference is, I got to choose mine. And I don't see why it's weird.
Fair warning: any email from a person I've never had contact with that starts with a variation of "Hello" and my first name goes straight to junk. To me, this means that you've never been introduced to me, and chose to use my first name instead of either a formal form, or nothing at all (which is fine, by the way, if I don't know you...).
That was a very long tangent to say that people have been choosing the way they want to be called for millennia. Zino isn't any weirder. It's my name.