I'm not sure it would be a massive job just to change the data feeding Northern's station PIS to say "Headbolt Lane (Kirkby)" - that's very commonly done and doesn't require renaming the station.
The name is the one proposed in the 1970s Merseyrail plan. Baltic wasn't proposed back then (not surprising as it wasn't really a destination, rather a bit of a run down dump) so they had to come up with a name.
Here's the 1970s map:
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Photo: 1970s Merseyrail proposal map from an Echo article, with headline under it "hovercraft could rocket Mersey into space age".