I do think whoever chose those titles for them was having a little joke. Whether it was the Queen herself or one of the courtiers suggested them. Sussex, Dumbarton and Kilkeel. It just comes across as a bit intentional.
And before anyone tells me off, I am from a place with a bit of an unfortunate sounding name, and although I love where I live, I wouldn't want the name in a title!
The story about them rejecting a title for Archie so he could have a normal life was very obviously not the case, even at the time not many people seemed to believe it and thought it was probably that they just didn't like the name he was given.