In the USA, you can name your kid what you want. This avoids one ethnic group requiring everyone to have a name from their tradition.

Finland has some naming rules, but they don't necessarily apply to everyone in the country because they're rules for naming people born here, rather than those who later moved here.

There is a public index of forenames and surnames which I learned about when I was with my pregnant wife, and back then I was obsessively searching for my/our surname to see it increase by one when our newborn was registered and became "official".

Apparently within the whole of Finland there 22 men with the same surname as me, and 25 women. 21 of these people are in Finland and 26 are abroad but known.

Interestingly if I go to the forename search and look for people named "Steve" there are < 5 women with that name (i.e. non-zero, but the number masked for privacy reasons):

https://nimipalvelu.dvv.fi/en/forename-search?name=Steve

I'm curious about the origin there, though of course I've seen Steve -> Steffan -> Stephany, and similar translations in the past.

I'm not sure "a lot" is accurate, although certainly more than I expected.

Looks like Europe has several countries with legal requirements, although the trend there is moving the other direction, plus Chile.

…Why would it be surprising for the USA not to have such a requirement?

We associate names ending with a vowel sound with the female gender. Other than that there's nothing gendered about "Hilary" as a first name.

https://en.wikipedia.org/wiki/Hilary_(name) - It's not an exclusively female name. But in the US, you can give a kid pretty much any name you want (see the names Musk gives his kids these days).