Many of these prayers were around long before protestantism existed, and the prayers were probably not given any formal names. The prayers were most likely called by the first 2 or 3 words just to identify them, and after a while, the names stuck.
I am not sure, but I believe that when Martin Luther, first started protestantism, he continued to call the prayers by the same names, just as he kept many of the Catholic teachings, that were latter dropped. After many years, when protestants and catholics became more antagonistic toward each other, some names of prayers and words, were charged to express that “we are not catholics,” to portray a separte idenity. Other examples would be the different way that protestants number the psalms form the way catholics do, and the numbering of the ten commandments as well. Both bibles contain the same psalms and commandments, but we number them differently, and neither is wrong.