Of course, being the callow youth that I was back then, I also tended to pronounce the names of the letters like a classicist so ψ is not pronounced "sigh" but rather "p-see", and similar ξ is not "zee" but "k-see." A childhood spent surrounded by people with Slavic surnames had my mouth well-trained to manage odd consonant clusters at the beginnings of words.
for non-physicists: https://en.wikipedia.org/wiki/Xi_baryon
Also, for this reason, surprised it's one of the more rarely used Greek symbols...
ς is end sigma, the letter σ (S) when written at the end of the word.
ζ is zi (Z), it's not unusual to write a lower case Roman z with a similar tail. My mum was taught to do this, which confused me when I was learning to read.
ξ is xi (X).
I bet upper case theta is too close to lower case theta, and nobody wants to put their new variable so close to one with such a strong implicit meaning.