Interesting question lila70, one that I've often wondered about myself every time I read the SS. I don't recall ever seeing any type of explanation from the Screenwriters regarding this change. I'll check the early versions of the screenplays when I'm home and see if they used Jenny, but I think they did. It may be just as simple as they thought it would be more easily understood, a more common type name. Annie is always very careful about character names (in all her works) and uses them to great effect, so it's not something that would be changed without good reason (I think).
I'll be curious to see if anyone knows why.