Nowt wrong with Isadora. The first thing you think of when you hear the name is "famous dancer", with "memorably strange death" a long way second.
Jocasta OTOH, has 3 and only three connotations:
"Stereotypical pretentious name given by dreadful Loud parents"
"Married her son in Greek tragedy and came to an appalling end"
"My wife's just auditioned for Sophocles. Jocasta? No, she was terrible."
Whilst I have a soft spot for the last joke, it's really not enough to make up for the first two, and I would think that anyone who chose it was probably ignorant of the background (see also, Cassandra, Heathcliff).