'Luna' is a great name, 'Freya' is a great name. The two together? Not so much. xD

Also, you can't really call her the exact same character when they've confirmed that, although Luna is replacing Stella, her role and story will be different.

RE: Not wanting to play a game without a female character
I've played many games with a male lead or male-only character. I still enjoy them, but I enjoy playing a female avatar better. And this game in particular just doesn't interest me anymore, and part of it is lack of women. I don't see what's sad or boring about that. It's just not really something I think I'll enjoy.