First, in our heads, we need to separate the artist name from the legal name. They are two separate statements even though, in this case, they contain the same names.
If John Smith used artist name Frank Black, would we even question that Black, Frank was correct? Of course not. So, then, why is would Janelle Robinson be any different for Janelle Monae.
Her artist last name is Monae. Her legal last name is Robinson.