On the map, WU only uses a location name, not the station name. There is no way to make it use the station name on the map.
Not only that, but the location name is chosen rather arbitrarily and often bears no relationship to reality. If you are lucky, it is based on the town or municipality you live in. In my case, the location name is derived from a census district that no one in the real world knows or uses for anything. So essentially it is meaningless.
It is just bad interface design. I suppose a bunch of us could complain to WU, but I doubt it would do any good.