Other species do this too actually. When I first started my embark, and found the caves (it was the first level I believe), I noticed that near my cave break through, there was a group of about 8 or 9 batmen (all listed as "Friendly" by the way). I paid them little attention, sealed off the cave entrance, and continued on my merry way.
Later, after having gotten maybe 4 or 5 Forgotten Beast notifications, I noticed that one of those beasts had tangled with that group of bat folk. There were two left alive. Upon examination, I saw that one of them was carrying a named item. It was, I believe, a tower-cap spear, that had been named by the bat woman wielding it. Examning its kills showed that it was the spear that struck the fatal blow against the Forgotten Beast the group fought at some point.
Later in the game, another beast killed those two left over batties, and at the moment the spear is at the bottom of a cavern lake. I thought it was really cool but didn't realize of course, being fairly new to Dwarf Fortress, that this was such a special occurrence. I don't recall the spear's name at the moment, but if you all really want me to grab the details, I'd be happy to. I may even have an old save that I backed up of the batties before the spear was named, or perhaps while it's wielder was still alive, after having killed the Forgotten Beast they tangled with.