As a French, I hope I will help you a little bit :
You're totally right: names with -ienne at the end are mostly feminine in French.
Etien doesn't exist at all in French as a first name. The fact is that if we write it this way, the "link" with the pronunciation of
Stephen (or Stéphane in French) would disappear, as well as the etymology. As a French learner you may have learnt that -ien doesn't have the same pronunciation as -ienne.
What's more, names with Greek origins can require a specific spelling in French not to lose all the etymological meaning and the kind of Greek pronunciation. As English chose to write
Stephen, we chose to write
Etienne.
It's normal to name his son
Etienne in
France and I personally really like this name.
Sorry if my English isn't perfect !!