A query was raised by Ilya Ryzhenkov on Thread.Name:
"What's the reason of Thread.Name property be write-once?"
Ilya, the response I got was from Chris Brumme, an architect on the CLR team. Chris points out that if you care about the name of your thread, it's worthless unless it's stable. In which case, the creator of the thread gets to make the call: do I care, or not? If you do you give it a name, and no-one else is allowed to do anything after that, in order to ensure it's stability and consistency.