A Roblox Display Name means that as well as customizing the appearance of your avatar, you can also determine what name is seen by other players and will appear in different areas of the game too.

Apple said Roblox developers don’t make games, and now Roblox agrees. The word ‘game’ has been replaced by ‘experience’ across Roblox’s website ...

Traditionally, games ban players for things like cheating or toxic behavior. In this case, it appears Roblox isn’t banning PewDiePie so much as banning mentions of his name.