It is not clear how to (or whether it is possible to) get Wolfram|Alpha to return data for that large a dataset of names. However, in Mathematica one can request the data for a particular name using, with "Alphonse" as an example,
EntityValue[Entity["GivenName", {"Alphonse", "UnitedStates", "male"}],
EntityProperty["GivenName", "GivenNameTotal"]]
so this can easily be converted to a function that can be mapped onto a list of names of any given length.