It's probably not a punishable offense.

I really don't see any reason to do this as there is likely very little (near non-existent) demand for what I think you're suggesting. As jars said, we have surnames. The amount of name combinations would just render this method of getting gil completely pointless (and illogical in my opinion) unless you know someone that wants a very specific name for a character bad enough to essentially buy it from you. I would imagine that finding someone for that sort of transaction would be very hard. Even with the name changing available on the Mog Station now, I doubt someone would pay in game money on top of $10USD (or other territory equivalent) for an extremely specific name.