The name "Curnonsky" comes from the Latin cur + non "why not?" plus the Russian suffix -sky, as all things Russian were in vogue in 1895, when he coined it.
He was often called the prince-elect of gastronomy (Prince-élu de la Gastronomie) or of gastronomes, and he had in fact been duly elected in a poll of 3,000 chefs held by Paris-Soir in 1927.