Lots of people do do this. Aren't you aware of skin creams to whiten the skin, hair straightening products, eye lid surgeries, etc. The list goes on and on.

> then millions would be doing it and we wouldn't have all these problems

But those alone aren't enough. You need massive amounts of plastic surgery.

Financial cost is one but also the cost to one's identity.

But more importantly, millions of people wouldn't just throw away their identity. For this same reason, telling someone they can just change their last name is makes no sense.

> Race is immutable in most parts of the world.

Identity is just as immutable. You can tell someone to change their last name but that is about as effective as wearing different clothes. You cannot change a person's upbringing, how they were socialized, their memories, how they view the world. All of that is more or less set in stone from childhood.

You're better off getting plastic surgery. At least that will be effective.