Why not LoL

It makes perfect sense that these games would be called Legend of Zelda because she is the one keeping the stories alive or at least her kingdom is, because most of the time Link is a nobody that shortly after his adventures "Lives Happily Ever After". Which also means that his story is done. But the kingdom keeps the story alive for future generations especially considering the almost annual tradition of Hyrule having to endure some sort of hardship either directly or indirectly caused by Ganon. So Zelda has to make sure that those stories are kept alive to make sure when the time comes. The Kingdom will at least have the stories to give them hope that a hero will come along.