Did you create a Steam account just for the migration of your Battle.net account, or was this your existing Steam account? Either way, you choose the name for the Steam account upon creation. You can also choose a nickname that will show while in-game, which can be totally different from the account name, and changed freely. The name on your Battle.net account should have no bearing on the name of your Steam account, unless you set it as the same name yourself. If what you are actually referring to is that you possibly linked the wrong Steam account to your Bungie profile, you will want to unlink it and correct that error.