This is a question that is often asked. The answer is actually quite simple. Names do not translate across languages. For instance, Boris Yeltsin is still Boris Yeltsin in any country or language.
Personal names transliterate .
In other words, they retain the pronunciation as much as possible. I wouldn't want someone to change my name unless it was Yahweh. And it is clear that according to the third commandment that Yahweh doesn't want anyone to change or falsify His name either. Think about that for a moment. For instance, in the scriptures one who changes the name of another is always in authority over them.