The name was chosen with zero intention of making it geographically accurate. I believe the name was chosen when it was only a single greenhouse with butterflies. The zoo is very small and private owned, I think the owners might have lived in Costa Rica at some point, and wanted to bring a little bit of the tropics back to Netherland.
@MonkeyBat I actually laughed at this comment as at first glance I thought you were making something of a pun out of Little Costa's name...
though tbf I think there are exhibits at this place more costly than this one...