Squall changed his name because he was unable to protect his world from the Heartless. Now that his world has been saved, will he change it back? It's difficult to say.
If, as I theorized at one point, he changed his name because he couldn't protect Rinoa, then he might not. Think about it. It would give him a good reason to continue the fight, it would explain why Rinoa still isn't in KHII (
), and it would explain why he is still called Leon. Or, maybe he changed his name back to Squall along with his costume change. We'll just have to wait and see.