The idea that 'mourning' refers to the species' all-female biology is very likely a later folk explanation, not the original naming reason

Researchers note the Latin epithet lugubris ('mournful' or 'dusky') almost certainly describes the gecko's subdued colouration, since it was given in 1836 — more than 150 years before parthenogenesis was confirmed in the species in the mid-1990s. The name predates the discovery it's popularly said to reference.