Hm. I suspect it's because (a) rat owners are likely to be kinda weird and (b) weird people are likely to name their pets after mythological figures. So probably not a direct effect, but I wouldn't be surprised if there were some correlation.

If this is true, I would expect other "weird people" pets like ferrets and lizards to also be named after mythological figures at a higher rate than, say, cats, dogs, or hamsters. Barnyard and wild animals, like goats and raccoons, are probably owned by a different, more outdoorsy, sort of weird person and I would expect them to show different naming patterns. I wonder where I could get a good set of data? Maybe my vet could help -- do pets have medical confidentiality?