Yossi Feintuch: A Midianite Priest, "Jethro", entitles the Torah portion of the Ten Commandments…"

Jethro – a priest of another religion to the people of Israel – that the Rabbis chose to open up a new portion of Torah that features the grandest gift of the Torah to humanity at large – ‘’The Ten Commandments’’.

Yossi Feintuch: Sabbath of Jethro

I am not convinced that Jethro did convert he’s definitely a man of substance, and of great values, and, I for one, would like to believe that this is why this unique and important Parashah is not named, for instance as the "Sabbath of Torah", or the “Sabbath of Sinai”, etc., but as the “Sabbath of Jethro".