You'd be surprised. I've known two Morags personally, and met at least two others. In the Northeast's Irish-American communities, the name is not that uncommon.
I'm sure they're both fine women. But just off the top of my head I can think of half a dozen things -- rhymes and such -- that schoolyard bullies might call someone named Morag. Maybe that's true of just about any name, but unfamilar or hard to place ones attract attention.
It looks like McGreevey really played up the Irish connection. Certainly that was a big asset for JFK, and while plenty of Irish Americans have lost that ethnic connection, some cling to it, and a lot of Irish immigrants have arrived since the 1960s.