Thanks Dove.
Notice the text on the photo says the couple's name is Baroness Marie-Helene de Rothschild and Baron Alexis de Rode. Both of their "last" names are preceded by "de", which in French means "of". So what that seems to imply is that they are not Marie-Helene Rothschild and Baron Alexis Rode but are "of" the families of Rothschild and Rode, which would make them surnames as opposed to last.