Why is it called the Max Lange attack? Why is it called the Max Lange attack and not simply the Lange attack? After all, we don't have openings called the Richard Reti opening or the Wilhelm Steinitz defense or the Frank Marshall attack. Is the Max Lange the only opening with a first and last name?
Well, they don't have an explicit protocol on whether to use the first name, the last name, or both the first and last name. Though admittedly, the Lange Attack sounds more right than the Max Lange attack.

There is a completely different story for how an opening gets its name. There are a couple openings that are named after people that didn't even play the opening or come up with the opening itself. Furthermore, there are openings named after animals or whatever; the Sicilian dragon, the Halloween gambit, the English opening, the French defense, the Hedgehog, the King's gambit, etc.

It might be based on the individual. They try to come up with a formal name of a variation based on the person's name, but to some people, it is more formal to use only the last name or the other way around (Grandmaster Tarjan instead of Grandmaster James or Grandmaster James Tarjan). On top of that, if you are lesser known or not famous, then it is considered more formal to use both the first and last name.

You have the Ruy Lopez, but not many other openings that use the first name. It is likely a result of the guy's preference. Again, an individual story for every opening, and it is cultural and normal to use only the last name, but there is ought to be a line that uses the first and last name too.