Interesting! No, I haven't had that happen.
I had my name changed in March, updated all my documents and accounts at the end of March/beginning of April. Under my new name/same social security number I've been able to get a new credit card and get approved for a new lease with no security deposit because of my good credit history.
When you changed your name and updated everything with SSA, did you also go through and update your name on any of your existing credit accounts? In addition to all my identification documents, I had 10 other accounts that I needed to update my name on (student loans, credit card, car loan, etc.).
It's strange that it's showing nothing for you.