muslims dont keep such names first of all. they are asked to keep only arabic names and you can easily understand that this is their dirty earlier religion which they have brought this culture from. so they need correction, i still dont know if they really keep such names. but even if they do this, then their earlier dirty immodest religion has to be blamed, not islam. islam teaches modesty and no body will keep his name like Pen-is. only hindus can have enough guts to do this.
