The short answer is that there wasn’t really a need for it. A lot of other cities were names after either people or ideals that the Bolsheviks disagreed with.

Saint Petersburg became Petrograd during WW1 to avoid sounding German, but the Bolsheviks eventually changed it to Leningrad in January 1924 just after Lenin’s death to honour him.

Tsaritsyn was changed for obvious reasons and was changed to Stalingrad in 1925 after Stalin pushed the White Army out of the city in 1920. Ironically, Stalin didn’t like having places named after him and he later banned it (Popular Opinion In Stalin’s Russia: Terror, Propaganda and Dissent. 1934-1941).

There were calls to rename Moscow to Stalinodar in 1937 by Stalin’s head of the NKVD, Nikolai Yezhov, but again, he turned it down. I couldn’t find any evidence why in my research, but I imagine it’s because of the historical significance of the city, dating back to the 12th Century and likely being named after the Moskva River.