The developers have stated that these are more like a comic book version of the Four Horsemen. Also in the Bible they are not named, only Death is and if you think about it game play wise how would you fight enemies with a scale? Strife's guns are an updated version of the Bow & arrow.
Could also be they did not want any jesus talk associated with their game. As conquest was thought of as depends who u ask jesus himself or a anti jesus. The team never came out with it 100% that i know but I feel its just they had characters built and they felt that the names fury and strife better fit them and the games they intended to create.