Good question -- there's also an Albion Rovers FC in Wales if I remember correctly.
I think the answer may be that Albion is ambiguous - sometimes used to refer narrowly to England, sometimes used to refer more widely to Great Britain
see
http://en.wikipedia.org/wiki/Albion
"perfidious Albion" has long been a pejorative phrase used by other countries to describe treacherous and duplicitous acts by British governments. I've always thought it had a nice ring to it.
I expect we'll hear it used again in the coming months in the context of Cameron trying to find ways of...