You are missing the point entirely The katakana is only used because this is where the game originated If any character was written in Japanese media magazines etc then this is how they will be written It is nothing to do with where the character comes from Check how its written here Dhalsim  Japanese because it is a Japanese creation and second  where the name comes from Malayalam Korean Chinese  or whatever Hwang for example should be first  Japanese  Fan Songyon and then where the name comes from in Korean language written in Hangulchinese characters You are being ridiculous by thinking about where the character has lived and how they would write their name They are fictional Japanese creations and thats all there is to it