I am a fan of comics and secret identities. With the success of the MCU, it is not a new thing to think about or discuss who a superhero is sans a supersuit, webshooters or the ability to fly.
A pen name allows you as a writer, to create your own superpower.
Anne Rice was once A.N. Roqualaire.
Stephen King is also Richard Bachmann.
Nora Roberts is also J.D. Robb.
There is no shame in wanting to explore genre or talent. There is no need to shame someone that writes under a pen name anyway! It gives you the ability to walk through the world as someone other than yourself. The coolest part this? No one ever has to know.
Your pen name should be significant to you. Just like any good superhero, it’s your uniform of sorts. It should be for a specific purpose, even if you plan to write as this person for a single project! You have that freedom as well.
Writers are masters ate bending reality to our whims and will. Being able to write, to create as another person? That indeed is a superpower. The question is, who will you become?