It's possible for a person to have committed some sort of crime under a previous name, then go ahead and legally change to a new name. That's the reason they want to know all the names an applicant has used in the past or is still using. The background check, like I wrote earlier, will be done with ALL the names, both past/old and new! Not disclosing previously used names could be viewed as immigration fraud.
In Aby's case, not much can be done at this stage since the interview is in a couple of days from what I understand. So just go for the interview and declare the