Remember the huge gamma-ray burst of december 27th 2004?
It was called the Soft Gamma Repeater 1806-20 or SGR 1806-20.
It is located in Sagittarius, indeed!
It is located in fact, in the star cluster Sagittarius 1806-20 or Sgr 1806-20.

Just like one of the largest stars known, LBV 1806-20, also located in the same star cluster....

Now, our ancestors divided the sky in constellations, giving them names (taking a portion of the heavens).
It so happens the middle of our Galaxy is in Sagittarius, meaning all the stars located towards the center of our milky way (and it's crowded) AND those located further away but within the same constellation (it gets even more crowded, a considerable fraction of our galaxy is in Sagittarius alone and a lot of it still unknown) are going to be associated with Sgr for Sagittarius and if there's a Soft Gamma Repeater it's called a SGR .....

Ah, those names and acronyms!