This is for baby's middle name, not first.
My grandfather died very recently and we wanted to honour him somehow through our baby's name. The place he lived (not in Israel) had Sion as a part of its name, and he really loved it there - I also had a really happy childhood visiting. His name was John and I like that Sion is spelt (but not pronounced) like a Welsh variation on that name (my cousin, who is Welsh, has named her son another variation).
But I'm concerned that it is just a variant spelling of Zion, and I feel like putting that in a child's name could be quite inflammatory in our current time. I have some Jewish heritage, and quite a few liberal Jewish friends who discuss Zionism often and passionately - I just don't know if the name can ever come without any political or religious baggage? If you saw it in a child's middle name, what would you think?