38:5 Has he made the gods into one God? Indeed, this is for a thing strange..
Polytheism and local and tribal faiths led to believing and accepting gods/goddesses; thus, they named each god/goddess for their identification, veneration, and worshipping purposes, and it was imperative to have names to accomplish their invented rituals.. You can't have rituals without the name of the god they belong to..
On the other hand, the true God is One, and for us, His identification is in our language as The God / Allah not as a name. No one has the right to name Him and there is no need to name Him either as He is the Rab Al Aalamin (Lord of the Races)... He is not the possession of any human race or tribe or culture ... So God has left it for everyone to call Him in their respective language as The God since He has all attributes to be God..
If Allah opted to have names for Himself, then the names should befit every language for the people, to properly call Him in their respective languages with certain meanings.. In my opinion, Allah/God could have introduced names for Himself while delivering His revelations to every major nation, but it would have unquestionably led to polytheism with time amongst every nation and Allah is wise and does not lead people astray by Himself with intent by confusing.
12:40 You worship not besides Him except names you have named them, you and your fathers, for which Allah has sent down no authority.
You know to be certain that Allah revealed scriptures with Prophets, in their respective languages. And people became adamant and proud that this is our scripture and almost most of them denied other scriptures that came after, then imagine for a second, how attached they would have been if Allah named Himself with certain names in such scriptures while the names in other scriptures differed.. That would have convinced them that the scriptures that came after is not from the same God... Allah is wise..