I also know a Mary Frances but Frances is a unisex name dependent on spelling. The male name thing comes from whatever religious order they are from as part of their religious name. I know some orders require Marian names, so you get a lot of Mary, Maria, Regina, etc.

But if someone is, say, a Benedictine nun, they could end up being Sister Benedict Catherine, or Catherine Benedict, Sister Benedict Grace, or Grace Benedict, and so on. It makes sense in a religious context but is still a little weird. Ha.