Your last sentence said it all , you can roleplay in your head on any server , therefore you can roleplay in your head on an RP server. The two names you quoted aren't that bad and considering there are hardly any names left on any server because of the mergers then yeah. They are no different from people calling themselves things such as "Dox'in'xxis" , "Plehh'boleh' , which are the types of names iv'e seen. Those people have to use symbols and double letters just to create their characters. Remember what part of MMORPG stands for.
Hardly any names left? I created 7 characters all with names that were not taken and names that would fit well in the setting. All you need to do is use a little bit of brain power and you will find a name that works,'