The festival is named purim (‘lottery’) after the lottery that Hamman cast to determine the day the Jews would all be killed. Is this not a rather inappropriate name for the festival? Apart from the fact that the lottery was only a tiny part of the story, there is a worse problem. The whole point of purim is that we see that things don’t happen by chance; it’s HaShem controlling it all -so why name the festival after a lottery, a thing which is by nature chance???
One can offer an answer via something Rav Dovid Cohen suggests. He notes that our months (tishrei, cheshvan, etc) are named after Persian gods. How are we allowed to do this? Because once the gods had vanished from being worshipped in history, us calling our months after them is really a mockery of them – that they no longer exist. So too, let’s suggest, is the case with Purim. We call the festival purim [lottery, chance], because this is the day when we see that there is no such thing as luck. In other words, luck/chance became extinct on purim – and so, us calling the festival Purim, is a mockery of the concept of chance, just like with the months.