Good call. Mythologically speaking, it just doesn't work. Vulcan/Hephaestos was a fellow deity of Pluto/Hades, his nephew but otherwise pretty much an equal, and with a totally different area of specialization/reign. The name should probably be reserved for an exoplanet orbiting extremely near its star, if we ever get around to naming exoplanets.
I voted for Orpheus and Eurydice. To me it seemed the obvious choice for naming a pair of moons. I guess most people disagreed.