I'm pretty sure you've heard of at least one person named Jolie: https://en.wikipedia.org/wiki/Angelina_Jolie - but of course she's not French, I guess her parents picked the name because it sounded nice, and she thought it sounded so nice that she picked it as her stage name...
on the basis that there aren’t many kids named Pretty by their English speaker parents, surely it’s more likely that a non-French speaker would name their kid Jolie