Anakin loved the name Leia. Ever since he was a little boy, on Tattoine, when he first heard the name. And later, when Obi-Wan mentioned that his mothers' name was Leia, Anakin liked it even more. It was a beautiful name, and fit nicely on the tongue.
The name sticks for years. And when Padme is pregnant, the name comes up again.
I'm sorry, Ani. But, back home, Leia means 'tragedy'….You understand, don't you?
(but it means 'heaven', too)