I was reading the official stuff on name changes in the US, especially pertaining to immigrants. One of the things said was, most name changes were to simplify the original name, or to Anglicise it. I would have thought Harald/Harold was much simpler than Ahlsen .. so he MUST have had some reason for the choice. And the "en" as well. His wife's family were German immigrants, so I wonder if that influenced him in any way.
I have no idea how to look for this in US records, or even where to look (which state, as he came in at New York, but lived in Illinois).
(I've a cousin on my Scottish line who changed his Swiss name to his step-father's more English/Scottish name in order to get work.)