Nothing's wrong. The name will appear automatically once you check an allotment with status Allotted or Not Allotted with that PAN.

If you're applying using net banking, it may be due to Demat/Bank mismatch. In this case, the name is taken from your Demat account while the PAN is taken from your bank account.

If you're applying using third party apps like Narada, it may be due to Demat/PAN mismatch. In this case, the name is taken from your Demat account while the PAN is what you linked that Demat to on these apps.

To correct it, you'll need to send an email mentioning your PAN and the correct name on the email address mentioned above. Also, you may want to correct one of these mappings (whichever applies in your case) for it to not happen again. It is also one of the reasons for no allotment.