I'm certain you had no choice but to start this new life of yours - the one you truly are now [remember saying that?] - going by your old name, with all the assumptions people have, all the lies they have made up, attached to it. Yes?
["You could have started all anew", he means, "and still you chose to cling to the old." Playing the world's tiniest violin for you, Lucifer. To be fair, Sebastian likely doesn't understand the value of a real name as a mark of your true identity.]