This is something I went back and forth on for the longest time. Usually, I tried to respect the choice of the original mod author. I *did* end up anglicizing the Finnish and Swedesh names, mostly due to non-Roman character issues. I would have no problem with changing the city to English names, but it's a decent amount of work that might be better spent elsewhere.
Of all the civs with non-English names, Ireland was the only one I did, and I even had someone from Ireland tell me that the English names were a better choice.
I'll put this on the "to do" list.