Or HaChaim on Genesis 25:30/אור החיים על בראשית כ״ה:ל׳

1 על כן קרא שמו אדום, this is why he named him Edom (the red one). Esau called the dish "Edom" not because he called something that was already of a reddish colour "red," but inasmuch as his lifestyle flirted with death and this food was bound to give him an additional lease on life, he called it by his own name. Esau was quite well versed in the significance of names as he himself said in 27,36: "has he (Jacob) not rightly been called יעקב, i.e. "crooked?"