The doll doesn't have the name "Annabelle". The girl at the beginning, the cult woman, IS named Annabelle. She sacrifices her life in order to give the demon she worships, the Ram, a conduit (the doll) to stay in this world and haunt Mia and her baby, with the goal of being able to take Mia's baby's soul -- the original intention of Annabelle and her boyfriend at the beginning. They were going to cut Mia's baby out of her stomach and sacrifice it to the Ram because it's a pure soul and I guess those taste better to demons.
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