It reminded me of the cake company too when I heard it!
I think it's because both names are quite unusual. Usually if one name in the combo is uncommon then I like to have another more classic name with it to balance it out, so something like
James Rudyard or
Caspian David. I also can't really imagine
Caspian being used in real life, although I see there were 30 born in the
UK last year so there are several of them out there! I can only imagine a
Caspian to be a prince in a fairytale or children's story - but that is probably just because of the literary character. :)