Well Red and Blue/Green were both named by the player. Unlike Brendan, May, Dawn, etc., there were no official names. So, if they ever did decide to name Red, they could do so without screwing up the continuity (aside from G/S/C, of course).
I'm talking about the default name. One of the male playable character's default names is Red. It's actually the first on the list. It's also one of the most poplular choices