I imagine it's to protect children from the Elon Musks of the world. There's a handful of rules that concern first names in Finland that allow to reject names that are bit "out there" so to speak.

For example, there's such rejected first names as "Marihuana", "Avicii", "Kapteeni" (Captain), "Salaisuus" (Secret), "Noppa" (Dice), "Hoito Virhe" ("Medicial Malpractice" as first and last name) and "Sukka" (Sock). Guess the idea that giving a boy a girl's name can have a similar effect for the child as naming them "Sock".