It's one of those, "it just doesn't sound right" things. There are some names that are normal and common. There are others that are normal and uncommon. And there are some that, if you're not clearly foreign, will get you funny looks.

I knew a guy named Malachy, which is a perfectly good name. He got hell for it up until high school.

Frieda probably wouldn't evoke the same reaction -- girls get more leeway for weird names -- but it just doesn't sound "American."

Just one of those cultural things.