I believe names have meaning... my unbelieving parents named me Kristine... (Kristone is Christian in Hebrew)... They named my brother Richard... My brother is really "King" of his life and seeks only after wealth and earthly importance. Whereas I was rescued from the muck that was my family and blessed to hear and seek after the Word of God. I'm not perfect, but I am content knowing and loving God.
I also feel names can follow you. In the modern world, too. Today a Jezebel is a "not nice" lady... and I honestly, feel it's a bit ridiculous to name a child such. But, they DO have the right to do so. I don't think it hurts to (without confronting) mention how you feel about the name. But there's not much you can do, so just wrap the family in prayer that they choose a name that would honor God for their child.