For example, the following is the title as used in the Anime: "Graced by the Gods". However, a more literal translation (and the one the novel was originally (unofficially) translated under) was "The Man Picked Up By the Gods". Compared with the romanji "Kamitachi ni Hirowareta Otoko", which is much more consistent to find it by.
Separately, there's also titles that translate like: "I Came to Another World as a Jack of All Trades and a Master of None to Journey while Relying on Quickness"...
EDIT: Another advantage of using the Japanese names is you can use fewer words to search/refer by. For example, "The Irregular in Magic High School" is most often referred to simply as "Mahoka" by its fans. Same with Danmachi.