The quote you're referring to was by Voltaire in 1773, and it's worth reading the whole thing:

"This body which was called and which still calls itself the Holy Roman Empire was in no way holy, nor Roman, nor an empire."

Voltaire isn't drawing comparisons to other states, so I don't think many historians would agree (nor agree that Voltaire agreed) that the HRE was the "least-accurately named state ever" as you suggest.

With regard to the question of how holy, Roman and imperial the Holy Roman Empire is, there are a lot of good answers listed on this thread: What's behind the joke "the Holy Roman Empire was neither holy, nor Roman, nor an Empire"? by u/Searocksandtrees

I won't reiterate all of those excellent answers, but I will attempt to briefly address your direct question as to whether the name is "completely wrong."

In short, no the name is absolutely not completely wrong.

There is legitimate debate about how holy it was, but what was beyond dispute that Charlemagne was crowned by the Pope and the Emperor was seen as drawing at least some of his legitimacy from his holy (more accurately, consecrated) status. Full answer here by u/spaceman-spiff90, but Voltaire certainly goes too far to say it was in no way holy.

There is legitimate debate about how Roman it was (not least because it was mostly in modern-day Germany and controlled Rome only sporadically), but what is beyond dispute is that it was seen, at least at times, as the successor of the Western Roman Empire. Full answer here by u/Celebreth, but Voltaire certainly goes too far to say it was in no way Roman.

There is legitimate debate about how much it could be called an empire since it was not a simple unitary state, but it did have a sitting Emperor (who others acknowledged to be an Emperor) and did dwarf other nearby states in terms of strength and influence. Full answer here by u/Aethelric, but Voltiare certainly goes too far to say it was in no way an empire.