just a thought, but maybe they only use their first names, cause most of them are thrown out of the family for joining the film industry?! they might not want any 'shame' to come upon their khandan, and therefore stick to first names only. thats just my guess...

another reason might be, cause even the first names they go by, are fake! example....meera's name is not really meera. saima's real name is not really saima. rambo's real name is afzal khan (i think)! so they're stage names. every filmstar changes their name! its a trend in the industry for some reason, and i happend to think its the one i mentioned above (for certain actors/actresses, not ALL).