Flashback 40 years to November 7th, 1974... http://www.mirror.co.uk/news/uk-news/lord-lucans-pal-george-weiss-4583495
I think its more likely it was he just wanted to pursue a career in pop music. It's a bit of a coincidence isn't it. He went missing around the time Bohemian Rhapsody catapulted Queen to superstardom. Until that point he was able to lead a double life, but it all became a bit much for him so he changed his name to Freddie Mercury and the rest is history.