The planet Uranus was not named Caelus because it was discovered and named before the convention of using Roman mythology for the names of the planets was established.
Uranus was discovered by German-born British astronomer Sir William Herschel on March 13, 1781. At the time of its discovery, there was no standardized way of naming planets.
Uranus was initially given the name “Georgium Sidus” or “Georgian Star” in honor of King George III of England, who was the reigning monarch at the time. However, this name was not widely accepted outside of Britain.
It was the French astronomer Alexandre-Marius Desfontaines who suggested the name Uranus, after the ancient Greek god of the sky.
The name Uranus was adopted because it followed the tradition of naming planets after deities from Roman and Greek mythology, like Jupiter, Saturn, and Mars.
The naming convention for planets in our solar system was later formalized, and it was agreed Roman and Greek mythological names would be used for consistency.
Caelus is the Roman equivalent of the Greek god Uranus and is sometimes used in reference to the same deity in the Roman pantheon.
But by the time the naming conventions were established, the name Uranus had already been widely accepted for the seventh planet from the Sun.