Not just anglophones, almost every language group in the world does this. It seems like countries, regions, cities and other geographic features have their names translated or not according to some pretty arbitrary standards.
In some cases names are easy to pronounce in many languages, Paris is a good example. In other cases names are translated even if there is no difficulty in pronouncing them, for instance London is called Londres in Spain.
It amuses me when the estuary between Argentina and Uruguay, called Rio de La Plata, is translated as “River Plate,” when plata means silver. Plato is the Spanish word for plate.
“Explorer Sebastian Cabot made a detailed study of the river and its tributaries and gave it its modern name. He explored the Paraná and Uruguay rivers between 1526 and 1529, ascending the Paraná as far as the present-day city of Asunción, and also explored up the Paraguay River. Cabot acquired silver trinkets trading with the Guaraní near today’s Asunción, and these objects (together with legends of a “Sierra de la Plata” in the South American interior brought back by earlier explorers) inspired him to rename the river “Río de la Plata” (“River of Silver”).” (Wikipedia)
A general rule is that the longer the area has been known to Europeans, the more well-known it is, and the closer it is to England, the more likely there has been a name for it in English for a long time. Names that have been in English for a long time are likely to have changed differently from the name back home.
France is an exception because so many of our placenames came through French.
Common nouns and adjectives are an exception. Common nouns are almost always translated and adjectives are changed to fit into an English pattern.
“The” + singular placename usually signals a region rather than a state, so it’s often removed in English even if the original has it. Al-`Iraq, but Iraq.
Periodic waves of advocacy for replacing traditional placenames with more classical forms or what the ruling state calls it, like the current wave, keep the system irregular.
And then there’s Germany. I don’t know why “Germany” instead of “Allemany” or “Teutony”. “Dutchland” by that point would have been too confusing because “Dutch” had narrowed to mean “of the Netherlands”, the continental Germanic-speaking state closest to England.
Also, “Porto Rico” was common at least into the 1920s.
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