Every language has names for foreign places that are not the same as the name that is in local use in that place. It is Munich and Rome, not München and Roma. That is because place names, like all words, are chosen organically by speakers of the language for convenience, ease, and clarity. To an English speaker, "München" or "Kyiv" are hard to pronounce in their native forms, and so we have alternatives. No disrespect is intended, and none should be taken. Foreigners do the same thing for American place names, as well they should.
There is also value in continuity. Changing place names in a language due to external pressure of non-resident non-speakers of the language, places an undue burden on the speakers, for little or no benefit to the speakers of the language. The language is for its speakers, not for non-speakers.
I grew up with "Kiev" and "the Ukraine" (as well as Peking, Bombay, Canton, and many others). It is relatively harmless to change these, which is why most people just go with the flow. But it is not a moral issue, and people who wish to stick with older forms should not be ostracized. No one can stop a scold from being a scold, but most people don't like scolds, even if they sometime acquiesce to their demands out of politeness or a sense of conflict-avoidance.