Or HaChaim on Numbers 26:13/אור החיים על במדבר כ״ו:י״ג

1 לשאול משפחת השאולי, "of Shaul the family of the Shaulites." Rabbi Yochanan is quoted in Bamidbar Rabbah 21,3 as having said that Zimri had 5 names, one of which was "Shaul son of the Canaanite." It is difficult to understand that the Shaul mentioned here could have been Zimri seeing we have the principle (Yuma 38) of שם רשעים ירקב, "let the names of the wicked rot;" if so, why would G'd associate His name [i.e. the letters ה and י surrounding the name שאול Ed.] with that of such a wicked person? This especially since the Torah has already referred to his Canaanite connection! One of the ways we suggested as appropriate to understand 25,14 אשר הכה את המדינית, had been that Zimri was struck only while in the company of Kosbi. He did not share his afterlife with her. This would explain why at this stage, i.e. after Zimri was dead already, G'd could associate His name with Zimri's because the latter was in עולם הבא by this time. Perhaps the following words in Bamidbar Rabbah 21,3 lend even more weight to what we have just said. The Midrash explained the name שאול to mean that he had "lent himself out to commit a sin." Seeing that loans are subject to return to their origin, Shaul returned to his erstwhile status after his death.