lol No, because the titles often don't apply this way in other games. There is no character called "Ocarina of Time", for example. ;)

Besides, remember the part near the beginning where Midna snidely refers to Zelda as 'twilight princess'? The player is misdirected into believing the title is in reference to her, not finding out the truth until near the end. From the way the story is told, Midna manages to drive much of the plot without actually taking over the narration at all, which is quite impressive from a writing standpoint.