I think it is worth keeping in mind that the Sith Lords take those names after they join the Sith, so it makes sense that they'd pick something that is (supposed to be) intimidating.Meh. The names don't really bug me very much so long as they don't walk around being called something along the lines of "Vengeful McStabbalot."
Darth Maul... Darth Sidious... We're halfway there already.
Kallous appears to be his surname, so that explanation doesn't work in his case.