A custom app in Salesforce is not the same thing as an AppExchange app. A custom app is:
An “app” is a group of tabs that works as a unit to provide
application functionality. Salesforce provides standard apps such as
Sales and Call Center. You can customize the standard apps to match
the way you work.
So, essentially, a custom app is just a collection of tabs.
What gets sold on the AppExchange is a managed package:
Packages are a collection of Force.com components and applications
that are made available to other organizations through the
AppExchange. A managed package is a collection of application
components that are posted as a unit on AppExchange, and are
associated with a namespace and a License Management Organization.
As you can see, these are completely different things. A managed package is a collection of a bunch of different things (Apex classes, Visualforce pages, Custom Objects, etc), while a custom app is only a collection of tabs.
While it may be a bit confusing and they most likely could have chosen better examples, most custom apps are never sold on the AppExchange. If you aren't trying to sell an application, "HRforce", "Financeforce" and "Bugforce" are all perfectly valid custom app names. It is just the name that will be displayed in the top right hand corner.