You should be able to name your workout - it wasn't interntionally removed in recent builds and should be available right at the top of your detailed view after you end the workout. We've had some reports of this issue but haven't been able to consistently reproduce here. Can you do us a favor and install the HealthKit and sysdiagnose profiles available here:
Reboot and try to reproduce. If you see it happen again, you can take a sysdiagnose, sync it over to your phone and onto a computer to send to us here:
This is by design if you are using the + button to add the Other workout to another workout. For example, if you just finish a run and then try to add other by pressing +, there will be no option to name Other at the end of the workout.
You can work around this by completly finishing the first workout with the Done button, then start a new other workout. At the end of your other workout, you'll have the option to name the workout. At that point, the named workout will be in your history, and you can then use the + icon to select the named workout.