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Mountbatten was called Mountbatten before he married the future queen. His family was called Battenberg until World War 1, when German surnames became an inconvenience in the UK. That was when the British royal family adopted the surname Windsor, dropping the string of names of German principalities that made up their surname.
Interestingly,Prince Philip tried to convince the Queen to replace her surname with his, so that their descendants would be called Mountbatten. Ironically, Battenberg was his mother's surname, not his father's. Kind of weakens his case, don't you think?
Although ancestry is supposed to be so important to these royal and aristocratic families they will adopt another family name at the drop of a hat if there is some advantage in doing so.