I don't remember a version where YOU could name features, but I do remember in Civ 6 the game would automatically name all sorts of geographic features: seas, lakes, rivers, mountain ranges, deserts, and so on. You get a smidgen of this in 7 with rivers being named, but the names don't show on the map and other than continents, nothing else is named.
So, I second your request. I would LOVE to be able to name geographic areas in the game. Hopefully either Firaxis adds this in someday or someone figures out how to mod it.