Yes, but it seems they're going out of their way to not assimilate. I remember doing an exam on this black kid with a really wierd name, but he wanted everyone to call him "Sean". This would piss his mom off, she complained that girls were always calling the house asking for Sean rather than the ridiculous name she'd saddled the kid with. Even Baraq Obama used to go by "Barry". Don't parents consider the effect they're having on their children when they give them some ridiculous name?
Are am not sure that first names should be the hallmark of assimilation. Names and spellings change all the time. It is pretty difficult for kids named Eugene, Quincy, Marvin, or Orville too, and even some presidential first names are tough sells, Chester, Calvin, Millard, Rutherford, Ronald, Franklin, Lyndon, but I would not take "Marvin" or "Millard" as a sign of non-assimilation.
To me, in fact, I'd be surprised to hear the name Shanequa on anyone *but* an American. On the other hand, my first name is German in origin and most of "traditional" names that people think of like Robert, Bill, Henry, Nick, James, Fred, Alex, etc, come from languages like French, German and Greek, etc. The purely "English" names like Ethelred, Egbert, Aelfric, Cerdic, Osbourne (as a first name) and Godwin you pretty much never hear outside of a history book (though you do hear a very limited handful, some more than others, like Dunstan, Alfred and Edward (Eadweard)).
Names are subject to fads, I myself knew two kids name "Lance," four named "Taylor," three "Briannas" and two "Brielles." Those names don't hearken back to anything American, whereas Shanequa was basically invented here.
Even the now common "Anthony," "Patrick," "Andrea," "Donna," "Brandon," "Vincent," "Ryan," were "ethnic" names not so long ago, brought here by the supposedly ape-like Italians and dirty Irish. I do not see that the use of those traditional, and ultimately foreign, names impeded the assimilation of those groups, despite the nasty discrimination those with those names faced. Then again, I think it can be asked, is the proper response to discrimination against a child to cave in and let the bigots have their way?
Edit: As for "Barack," the President is named directly after his father, Barack Hussein Obama, Sr. I suppose that answers the "what were they thinking?" question.