I've met Milans of both genders. The guy was from somewhere in Eastern Europe; the gal was an American who, I think, was just named that because it sounded chic.
I don't like it for either. I think I just don't care for the sound of it, with second-syllable emphasis. Nms.
But I think on a guy it seems more like an actual name, and on a gal (where I live), it just seems like an allusion to the city, evoking urban Europe and "high fashion."
- mirfak