Disclaimer.: The answer is going to be a bit long kindly bear with it. As every steps are necessary to reach the goal.
1st of all, as i have already mentioned in this answer of mine Rudra didn't take birth from Prajapati. He is unborn n He was already there even before Prajapati. He just menifests through Prajapati in the Hiranyagarbha (The Visible Universe).
Saying Rudra Sinful is totally avedik and it's a sin itself since Yajurveda clearly calls Rudra as the one who is bereft (devoid) of sins as follows.:
“O Rudra your aspect which is peaceful, and is bereft of sins. (Yajurveda iv:5:1:c).
"Meditating on the highest Lord, allied to Uma, powerful, three-eyed, blue-necked, and tranquil, the holy man reaches Him (Rudra) who is the source of all, the witness of all and is beyond darkness (i.e. Avidya)". (Kaivalya Upanishad 7).
"I know that great purusha (Rudra) of sunlike lustre beyond the darkness. A man who knows him truly, passes over death; there is no other path to liberation." (Svet. Up. 3.8).
Now, Let's just see the same name giving incident from different perspective. And, Why Rudra needed names.?
“As Purusha the cosmic man with a thousand heads and thousand legs the god (Rudra) is born at a sacrificial session and out of a golden bowl held by prajapati. Arisen the overpowering figure (Rudra) who grasped the father. Prajapati asked, ‘Why dost you grasp me?’ He replied, ‘Given a name’, saying, ‘For without a name assigned, I shall not eat food here in this world’.” ,(Kaushitaki Brahmana 6:02).
So, Rudra asked for name because without name He will not eat food in this world. But why So.?
Let's 1st understand what's that food is that Rudra will not eat without names.
“This Rudra with a thousand heads, thousand eyes, and thousand quivers, stood with his bow strung, and his arrows fitted on the string, causing terror, and demanding food. The gods were afraid of him. They said to Prajapati,:’We are afraid of this being, lest he destroy us.’ Prajapati said to them: ‘Collect for him food, and with it appease him.’ They collected for him this food, the satarudriya. Later, all gods, including Prajapati sang Satarudriya hymns and appeased Rudra.” (Satapatha Brahmana 9:1:1:6-7).
So, the names are needed so that the devotees can sing the Satarudriya. And now another question did Prajapati really gave him any random names out of nowhere or did the names had some back story.?
“Many also are the names, of truthful import, of this Deity in all the worlds. Those names are founded upon his supremacy, his omnipotence, and his acts. In the Vedas the excellent hymn called Sata Rudriya, hath been sung in honour of that great God called Rudra the infinite. That God is the lord of all wishes that are human and heavenly”. (MBH 7:173:78-79).
“Amongst the gods he has many names all of which are fraught with grave import. Verily, the meanings of those names are derived from either his greatness or vastness, or his feats, or his conduct. The Brahmanas always recite the excellent Sata-rudriya in his honour that occurs in the Vedas as also that which has been composed by Vyasa” (MBH 13:146:22-23).
So,the names given by Prajapati to him were already his own names from the beginning which were derived from his greatness and acts. Infact all the names in the world originated from n belongs to Rudra only as i have mentioned in this answer of mine.
Now, another question arises how did Prajapati knew about his names.? The answer is.:
Vāsudeva says to Yudhishthira: I shall recite to you the good that I have acquired and the fame that I have won through the grace of the high-souled one. Verily, I shall discourse to you on this topic, after I have bowed unto Kaparddin. O King, listen to me as I recite to you that Śatarudrīya which I repeat, with restrained senses, every morning after rising from bed. The great lord of all creatures, viz., the Grandsire Brahman himself, endued with wealth of penances, composed those mantras, after having observed special penances for some time. O sire, it is Śankcara who created all the creatures in the universe, mobile and immobile. There is no being that is higher, O monarch, than Mahādeva. (MBH Anuśāsanica Parva Section 160).
Thus, Prajapati knows it because of his penances.
Thus, Prajāpati said in Shatapatha Brahmana 9.1.1.9.:
“we satisficed him with his own share with his own essence”.
Now, to know the disadvantages of Rudra not having names we 1st have to understand the importance of Satarudriya and the names of Rudra.
“He who studies the Shatarudriya, is purified as by the Fires, is purified from the sin of drinking, purified from the sin of killing a Brahmana, from deeds done knowingly or unawares. Through this he has his refuge in Shiva, the Supreme Self. One who belongs to the highest order of life should repeat this always or once (a day)”. (Kaivalyopanishad 25).
“The hymn approved of the Vedas, and called Sata-Rudriya, in honour of that God of gods, that excellent, famous, life-enhancing, and sacred hymn, has now, O Partha, been explained to thee” (MBH 7:173:104).
Vāsudeva says to Yudhishthira: I shall recite to you the good that I have acquired and the fame that I have won through the grace of the high-souled one. Verily, I shall discourse to you on this topic, after I have bowed unto Kaparddin. O King, listen to me as I recite to you that Śatarudrīya which I repeat, with restrained senses, every morning after rising from bed.
"Among all sources of knowledge (vidyas), the Vedas are supreme. In the Vedas, Sri Rudram is supreme. In the Rudram, the Panchakshari mantra (namah SivAya) is supreme and in Panchakshari mantra itself, the two syllables 'Siva' is supreme!" (8th Patala of Karana Agama).
“O sages! By uttering the name ‘Shiva’ as many sins get incinerated instantly, as many a human can never commit in this world”. (Shiva Purana 01:23:27).
“Satī continued: My dear father, you are committing the greatest offense by envying Lord Śiva, whose very name, consisting of two syllables, śi and va, purifies one of all sinful activities. His is the one whose command is opposed by none. Lord Śiva is always pure, and no one but you envies him”. (SB 4:4:14).
Chant the Shiva Sahasranama which is a summary taken from all the four vedas. (Sri Shiva Gita 1.37b).
Oh Prajāpati, none other than thee to comprehend all that is created and its forms, to fulfill our heart’s desire; I offer my oblations to thee, you are father and thy sire?
Praise to that Rudra, the lord of all riches, most vital highest of names, I offer my oblations to thee! (Sukla Yajur Veda Vājasaneyi Saṃhitā 10.20).
To him the strong, great, tawny, fair-complexioned, I utter forth a mighty HYMN of praises. We serve the brilliant God with adorations, we offer our oblation and glorify to the splendid and brillent name of Rudra. (RV 2.33.8).
"Salutations to Him (Rudra) who is the TARAKA (Pravana mantra - Om)". (Yajurveda Sri Rudram Anuvaka-8).
"He (Rudra) alone is all that was, and all that will be, the Eternal; knowing Him (Rudra), one transcends death; there is no other way to liberation". (Kaivalya Upanishad 9).
O Rudra, Thou who dwellest in the body and bestowest happiness and destroy our sins! Look upon us with that most blessed form of Thine, which is auspicious (Siva), unterrifying and all good.
The Supreme Lord is higher than Virat, beyond Hiranyagarbha. He is vast and is hidden in the bodies of all living beings. By knowing Him who alone pervades the universe, men become immortal. (Svet. Up. 3.7).
By praising with these names (of Siva) that enhance one's auspiciousness of the great lord of blessedness, a worshipper of devoted soul and pure heart succeeds in attaining to his own self. These names constitute a hymn that furnishes the best means of attaining to Brahman
With the aid of this hymn one is sure to succeed in attaining to Emancipation. Rishis and the deities all praise the highest deity by uttering this hymn
The illustrious deity is always full of compassion towards his devotees. Endued with omnipotence, he it is that gives Emancipation to those that worship him.
So also, they among men that are foremost, that are possessed of faith and devotion hear and recite for others and utter with reverence the praises of that highest and eternal Lord viz. Isana.
It is through the grace of Rudra that such devotion arises in the hearts of human beings. In consequence of such devotion, men, identifying themselves wholly with Mahadeva, succeed in attaining to the highest success.
(Mahabharata 13:17:153-156,160).
“He who destroyed suffering and it’s cause, is Rudra”
“He who dispells our crying/sorrows is Rudra”
-Adi Śankaracharya Vishu Sahasranama Bashya.
So, the names of Rudra destroy sins, arise devotion in heart, gives moksha and end suffering.
So, What happens when some one don't know Rudra or his names.
III-i-1: Two birds that are ever associated and have similar names, cling to the same tree. Of these, one eats the fruit of divergent tastes, and the other looks on without eating.
III-i-2: On the same tree, the individual soul remains drowned (i.e. stuck), as it were; and so it moans, being worried by its impotence. When it sees thus the other, the adored Lord (Ishwara), and His glory, then it becomes liberated from sorrow.
Within the body also resides the Supreme Lord Maheshwara along with Jivās. He is said to be the Witness, the Permitter, the Supporter, Transcendental Enjoyer, the ultimate Controller, and the Paramātmā (Supreme Soul).
Those who understand the truth about the Supreme Soul (Maheshwara), the individual soul, material nature, and the interaction of the three modes of nature will not take birth here again. They will be liberated regardless of their present condition.
-B.G. 13.23-24.
So, the ignorance leads to repeatative cycles of life-death-sins.
So, the evil talked about in Shatapatha Brahmana is the sin/evil of ignorance and maya in which jivas are bind.
Why he had to get the names through Prajapati.? Why can't he declare himself that I am this and that right away.?
It's because as Prajapati was unable to create at 1st he did penance and got vedas from Bhagawan Rudra which is the blueprint for creation as i have discussed in this answer of mine. So, by uttering the names of the Rudra which is equal to Pranava and Vedas he became the Creator.
“The pranava (the sound of Om) makes all the souls to bow before it. It is the one and only one which has to be meditated upon as the four Vedas and the birth place of all devas. One who meditates like that goes away from all sorrows and fears and gets the power to protect all others who approach him. It is because of this meditation only that Lord Vishnu who is spread every where, wins over all others. It is because Lord Brahma controlled all his organs and meditated upon it, he attained the position of the creator. Even Lord Vishnu , parks his mind in the sound (Om) of the place of Paramathma (ultimate soul) and meditates upon Eeshana, who is most proper to be worshipped. All this is only proper in case of Eeshana”. (Atharvashika Upanishad 2:1).
And to spread this knowledge. As described in Mahabharata 13:17:164-169.:
Brahma-> Indra (Sakra) -> Mrityu -> Maruts (Rudras) -> Tandi -> Shukra -> Gautama -> Manu -> Narayana Rishi -> Yama -> Nachiketa (Katha Upanishad) -> Upamanyu -> Krishna -> Yudhishthir (With Pandavas).
Last Question why the word "I am" was used.? It's because. He is the only one. Even the jivas also as i have discussed here in my answer..
The non-dual Ensnarer rules by His powers. Remaining one and the same, He rules by His powers all the worlds during their manifestation and continued existence. They who know this become immortal. Rudra is truly One; for the knowers of Brahman do not admit the existence of a second, He alone rules all the worlds by His powers. He dwells as the inner Self of every living being. After having created all the worlds, He, their Protector, takes them back into Himself at the end of time. (Svet Up. 3.1-2).
“The Lord of Maya (Maheshwara) projects the Vedas, sacrifices, spiritual practices, past and future, religious observances, all that the Vedas declare, and the whole world including ourselves. The lord of Maya, again, is bound by Maya in this [in the form of Jiva].” (Swetasvatara Upanishad 4:09).
Conclusion.: Bhagawān Rudra is Sinless Parameshara the Sins are that of Jiās in the clutches of Māyā. And by Knowing and realising the names/nature of the Paramātmā, jivās gets Kaivalyam Moksha and becomes Parmātmā itself.
I hope this clarifies all your queries. Prd..