From what I read...yes
Since the Immigration Officer asks you whether you would like to change your name, I think you can withdraw at the time of interview, if your name check process is still pending by then.
The question is due to the fact that you requested a name change does it already trigger any further steps in the name check process? In which case withdrawing at the time of interview could cause more delays as the paperwork needs to reforwarded to the relavent agencies.
If the name check is already completed then you need not change your original intentions, provided that you are told that the name check is completed, which means you need to ask the officer beforehand the status of your name check...and that could be tricky.