Belle never fell in love with someone called Beast. He was always her Rumple. So it makes sense that they’re using the long-kept-secret first name of Mr. Gold (if they’re still going that route) for his father’s name and giving us his backstory. It doesn’t MATTER what the Storybrooke cursed name is at this point because while they are both, they are still mostly the FTL part of their character deep down
I agree that it really doesn’t matter what his SB first name is, it’s not like Belle’s going to start calling him Malcolm lol, or any of the others for that matter. He’ll still be Mr. Gold. I can’t see David bursting into Gold’s shop and yelling “Malcolm!” haha. We’ll just have the knowledge of his fake first name but he’ll still be Rumple/Gold to everyone.