Do Chinese universities actively train Chinese students to use Westernized names when they are being prepared to study abroad? This is a remarkably consistent practice, one I've only ever seen among Chinese (+HK, Taiwanese) graduate students. And I know it's not my place to say it, but it is a completely retrograde practice that diminishes the humanity of these students, while reflecting a subtle condescension towards non-Chinese. The presumption is that we're too dumb to learn to pronounce a Chinese name. And the effect is that Chinese culture is given one less chance to be experienced and learned.
If you're a politically aware Chinese person living abroad, please cut yourself and your colleagues a break by telling them your real name. The alternative is (politics aside) just annoying.