You mean some people DON'T give them names...?
I used to have a nice thick, long, red, double-ender called Thor. Most people said it would make them sore, and that rhymed.
Also used to have a fat black one with a suction-base called Richard - there was a reason but I can't remember it. Co-incidentally, me and a mate compared our toy-boxes one night and found that we had not only both bought the same dildo, but both called it Richard!
Then there was Ricky, the multi-speed, multi-pattern vibrator named after the porn star slut me an the boyf had ploughed the night before we bought it.
It just makes sense to me to refer to them by name