The whole reason why nicknames exist is because everyone had to change their usernames a while back due to security issues. Now, your username is what you log in with-- but you can't change that, and your display name can be changed by yourself at any time. Nicknames are useful for people who change their names often, so there's not as much of a hassle figuring out who they are.
For example, my nickname was my original name here-- Matsuri. I change my name every so often to go with whatever avatar/sig theme I have, while incorporating at least part of my name in there. However, that can still be kind of confusing, so the nickname shows it's me every time since it never changes.