I dont know if this happens with other mobs or just ghasts. I have a ghast farm in the nether, where ghasts go through a portal into the overworld, into a cage. In the cage I try to name them, but it does not work. I am able to click on them, and it uses the nametag, and shows it on the ghast, but a few seconds later, it appears back in my inventory, and relogging makes the ghast disappear. I think that it could be possibly because the server thinks the ghast is still in the nether, but I am not sure.