I'm pretty certain all languages do that. It's fairly common to bastardize/assimilate the names of important cities and/or trade hubs into the local language, but leave smaller names unchanged. That's why it's Milano/Milan, Venezia/Venice but Cagliari doesn't have an americanized name; that's why it's Moskva/Moscow but still Irkutsk; Warszawa/Warsaw, Gdansk/Danzig (in German), Katowice/Kattowitz (in German), etc.