The locally-used name here, "Spomeniks", more precisely groups and identifies these structures than the foreign word "Memorial" would. Calling them by another name would make it difficult to communicate usefully about them, while simultaneously stripping away a piece of their cultural heritage: their native-language name.
Additionally, as the article notes, Spomenik translates to Monument in english, not Memorial. They may be both "Spomeniks" and "Monuments", but the more precise name "Spomeniks" uniquely refers to them, while the less precise name "Monuments" refers to millions of other objects not associated with this Yugoslavian cultural effort as well. Prior argument applies.
For example, we call "Stonehenge" and "Moai" by their locally-used names. They may also be "Monuments", but they have more precise names available, which are widely used.