Yes, but none of those beasts care what their names are, and they were all given their names by someone else, be it tribes people in their territory, other hunters, or whatever. Skoll doesn't give a shit that the locals decided to call it Skoll, because that name was given to it by someone else, and as a wild beast it likely has no clue that other people even call it Skoll to begin with.
A demon's name however is different. It's part of the demons actual being. A literal part of it's essence. Again: You can call it whatever the heck you want in your head, but it still remains Xog-arth regardless.
Also, ENSLAVED demons are not the same as your contracted summons. Enslaving a demon usually involves finding one already present and imposing your will up on it, and most of the time, that also came with the caveat that the enslaved demon could break it's bonds at any time and turn on you (not sure how it has changed over the course of time, but enslaving demons generally wasn't permanent that I remember). And sure, while I suppose it's entirely possible that you could argue a warlock could set up his contracted demons contract in such a way that it is forced to answer to "Fluffy" while in his presence, you would also have to explain why any self respecting demon would actually agree to sign such a contract to begin with.