My theory is that at least one of the reasons they didn't name either of their boys after Remus as well was because Teddy already got Remus as a middle name. Also, as you pointed out the correlation between Luna and wolves, perhaps giving Lily the middle name Luna was a less direct way to also name her after Remus. And also, I believe I read somewhere (although I'd have to look it up again, it might have been fanon now that I think about it) that Luna was Lily Luna's godmother? So it makes a little bit of sense to name her after her.