Well the fact Jo was a windsurfer is probably the reason he chose Alizée. In fact I heard he was into competitive wind surfing, so it must have meant a lot to him and you could see how if he was aware of that name at the time, he'd want to choose it for his daughter.
But there is another possibility. I've seen pictures of Jo in a military uniform before. Who knows what it is? It could be air force, navy, civil air patrol assuming they have one and if he was in one of those services, he may have been very much aware of a naval patrol plane called the Alizé. It was built in the 50s but was still flying in the 90s. It would seem, Corsica would be a great place to station these planes.
Of course with the French, everything has a gender. The patrol plane Alizé is masculine. To form the feminine, you add an e and it becomes Alizée. I wonder how the male version is pronounced?
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https://en.wikipedia.org/wiki/Br%C3%...050_Aliz%C3%A9