If that's the case, then, obviously, they should be the New Orleans Sinners.If, like most owners, Benson wants to also have the teams he owns share colors, he should switch the Hornets to Black and Gold, then chose a pirate inspired name. If I recall correctly Jean Lafitte is a hero in the area.
Other possibilities...
New Orleans Yellow Feaver
New Orleans Po'Boys
New Orleans Beignets
New Orleans Nutria
And the most obvious one, the New Orleans Jazz, is already taken