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I've actually never heard of pseudonyms being harder to market! Why is it like this? Is building a background to an author's name extremely important to the success of a book? (forgive my ignorance on the subject)
It builds a wall between you and your fans. Nowadays there's no marketing budget whatsoever so you need to be the one with the livejournal, the book page, the tour, the radio station call-ins, etc and if you aren't "you" the whole affair comes off as forced and fake and nobody wants to hear from you. Whatever reason you have for writing under a pseudonym, your fans will assume it's because you're a furry with a sexual attraction to tupperware and an arrest record a mile long for sexual assault on farm animals.