First names are already indexed. Last names are already indexed. Very little power is spent giving you the list of indexed names.
In the example of James H*, the H* "surname" is not indexed. A great deal of power is spent looking at every record that has a surname beginning with the letter H, then looking at every record that contains the first names James.
The impact of wildcard queries can have a significant impact on the responsiveness of the site to all user searches, especially at peak times.
In other words, you can't hog the bandwidth for this type of search.