My first thought was that they must like eastern Mediterranean cities. A lot.
I'm by no means sold on
Athena - not into geographical names in general, and the goddess is impossible to live up to. (I once knew an elderly, wrinkled, stooped, never-married lady named
Venus. Enough said.) But
Olivia makes
Athena look thematic; not sure if that's good or bad.
Olivia Athena would have been more mainstream - perhaps that's why they didn't go that route.
Alexandria is a mouthful and a half.
Heck, even
Alexandra is a mouthful! So it'll be shortened. To what?
Alix, maybe?
I'd really have liked
Alexa Clare and
Olivia Someone -
Athena would be OK in the middle.