The emperors are not at fault. They renamed months and didn’t insert new ones. It’s just that the beginning of the year changed from March to January at some point. (Hence the leap day at the end of February as well.)
I'd like to know more about why it was changed from March to January.
Caesar changed it to start on January 1st because the Roman consuls took office then on that day.
He also named July after himself!
It's so weird to me that they assassinated him, but didn't rename the month back. Imagine Trump had renamed June to "Trump", he then gets impeached and 2000 years later the month is still called Trump.