Sem like the English-language Sam (as in Samuel)? Milan as in the city in Italy?
I don't think Sem is from Samuel, as we do have the name Sam as well (and Samuel, although that's rare). Also, generally speaking the Netherlands are VERY secular, and Biblical names are out. So I don't think it's after Sem the son of Noah, either (when I see the name Sem it does make me think of Cham and Japhet, though - don't know the English spelling but these are the Dutch ones).

I don't know where they got it. But it's popular.
Milan is not after the Italian city, because that's Milaan in Dutch. It's an eastern European name (cf. Milan Kundera, the author). But it's popular in ethnically Dutch families.
Then there's a personal preference I have, and that's for names longer than 1 syllable. Short names don't do anything for me - in case they're official names. So I would never name a child or a pet a one-syllable name. Those are the most popular right now in the Netherlands, especially for boys (see Sem).
Here's a link in Dutch with the most popular names in 2007:
http://www.svb.nl/internet/nl/regelingen/kinderbijslag/kindernamen/index.jsp
Look at the ridiculous amount of one-syllable names in the boys list (left). Milan is on #7, Sem on #1. Other one-syllable names in the top 20 are Tim, Daan, Thijs, Stijn, Lars, Sven, Bram, Luuk, Max, Niels. There are only two names in the boys top 20 that I think are OK: Thomas and Ruben. Jayden is tacky (most English names are lower class over here - sorry if this offends but it's just a fact).
Girls: apparently Sanne is still the most popular (has been in the top 5 for 10+ years). The most ridiculous name on the list is Noa - that's a boy's name for crying out loud. (Although the correct spelling would be Noach.) Most girls names are fairly short too. I like Anna, Iris, and Roos (despite it being a one-syllable name. Roos means Rose). I hate Fleur, Femke and Anouk. Isa is short for Isabel. I like Isabel but I hate Isa.