Well, if you live in a european non english speaking country and you hear people giving their children names like: Tarzan, Sandokan, Dell Boy, Superman and Ronaldo it's easy to wish that giving names is somehow regulated.
As someone said, children are cruel, and will mock the hell out of Ronaldo, and even a lot of adults will lough behind the back at someone with the name Tarzan.
On the other hand, there are so much beautiful names that one shouldn't be forbidden to choose from because they are not on the list.