I too have never heard of an Irishman named Jesus (what is Jesus in Gaelic?) or an Italian named Gesu. Perhaps its roots are unique to the religious history of Spain, though this is all purely speculation.
The Islamic occupation of Spain by the Moors began in 711. The Reconquest began a few years later, pitting Christians vs. Muslims. The Jews flourished between the 10th and 12th centuries, but by the end of the 14th centuries power has shifted from the Muslims to the Christians and in 1391 there is a forced conversion of Jews to Christianity. These new converts were called conversos. The Spanish Inquisition began about 1480 with the objective of identifying false Christians (i.e. conversos secretly practicing Judaism or moriscos practicing Islam). In 1492 Granada fell from the Moors, ending the Islamic occupation; the Jews were forcibly expelled from Spain; and Columbus set sail for the new world. A few years later in 1517 Martin Luther would post his 95 theses in Germany. There was a period in Spain where Catholicism and nationalism/patriotism are inseperable and one could argue that Ferdinand V and Isabella ("the Catholic monarchs") used Catholicism as a political tool to unify the country. Catholicism became infused into the national identity from several different directions. Reconquer Spain from the "infidel" Moors. Expel the Jews. Weed out the "false" Christians (there were also Inquisitions new world). Rally against the Protestant Reformation (the Counter Reformation was strong in Spain), and, of course, bring Catholicism to the new world. So there's this nationalist-religious devotion/fervor/fanaticism at the same time that Spain was colonizing the Americas and when it was certainly in one's best interest to be not only Catholic, but "pure" Catholic (i.e. from several generations back). And, hypothetically, the name Jesus is pretty strong declaration of one's devotion.
Having mentioned all that, I really have no idea how old the tradition of naming children Jesus is in Hispanic countries (or"de Jesus") nor do I know if it's common in Spain itself. But it's
possible that the willingness to use the name Jesus as a name has its roots from that sort of strong cultural/political/religious identification with Christianity. Again, this is all just a speculation.
Or maybe it's more like tacos vs. hamburgers (same idea, different form).
