The answer to this is simple: EXPECTATIONS. Along with developing a brand, you are developing a set of expectations. Coca-Cola, Apple, Rolex, Disney, McDonald's, I don't need to explain what we expect from these companies, their brand says it all.
It is imperative that if you decide to create a brand with YOUR name/talent, you are able to meet the clients'/consumers' expectations. Associating your name to a brand can become stressful and often times, a burden. Think of Tiger Woods or Lance Armstrong who's brand suffered when their personal lives created negative impact for their brand. Their sponsorship and/or patronage took a toll when their personal lives were in turmoil.
Another relative example is Steve Jobs. Even though APPLE is the brand, his face represented the company and the company's stockholders found themselves scrambling for years when his health started to decline. It is a challenge to retain the authenticity and honesty of a company when so much of it relies the creativity and vision of it's founder and creative core.