I don't particularly mind not being able to choose my own demon names, but some of the random ones just annoy me.
My imp used to be called Pizkol, and recently, just for fun, I petitioned a GM to have it changed because it sounds a little like a rude word for "urine puddle" in my own language. I expected them to just change it to another random name (if they do anything at all) but instead they reset it's name to Imp.
So now I have a Imp called Imp...