Names!

[WhiteArchmage]

The game does have a lot of cultural influences for a few reasons:

1) Eorzea is not one unified culture. Each region has/had its own and they tended towards the isolationist or expansionist (triggering wars, Umbral eras and such), the naming conventions in this very forum kinda help in understanding where they come from.
2) Besides the cultures (Ul'dah and Sil'dih, Gelmorra then Gridania, Nym then Limsa) there are also the clan naming conventions (as said before) that expand even more the options present (an Ul'dahn Dunesfolk would have a very different name than a Garlean Midlander, and yes, I know pure-blooded Garleans are closer in size to Elezen and Highlanders, it's an example).
3) It's a Final Fantasy game that takes many influences and makes references to previous Final Fantasies. Ravana, Shiva and Ramuh come from Hindu Mythology, yet don't seem to have much in common in-game.

[Lusavari]

Loki is the father of a lot of weird stuff in Norse Myth... For instance... Loki (♂) is Sleipnir's mother. The 8 legged Dragon Horse that Odin rides around. Yeah. He, Loki, is the mother of a horse. With 8 legs.

[WyrahFhurrst]

Loki is the father of a lot of weird stuff in Norse Myth... For instance... Loki (♂) is Sleipnir's mother. The 8 legged Dragon Horse that Odin rides around. Yeah. He, Loki, is the mother of a horse. With 8 legs.

You're leaving out the crucial point that Loki is a shapeshifter and in order to not lose a bet the gods made, he turned into a female horse in order to distract another horse. Loki was female at the time, so it's not so simple as Loki is always male; he's a shapeshifter and can be any gender he wants to be at any given time.

[Lusavari]

What matters is Loki has a LOT of illegitimate children, most of whom are associated with Ragnarok.