That's referring to all items/data the vanilla version will hold under a name as opposed to a UUID. Luckily enough, however, PeX and Bukkit now go off of UUID's, along with other plugins (Essentials, EchoPet, Mob Arena, etc..) so yes, they will be kept but not for any reason Mojang would touch on, as they don't allow such things to exist naturally, they simply just don't care enough to do much about it if it isn't affecting them immediately.
Why does it really matter anyways.. just create a new account if you really want people to know your new in game name
Hmm can't want until name changes going to be great to change my name once every 30 days. Edit: Maybe it's time for NoobCarrotCake to arise.