The German Wikipedia page explicitly mentions that the Я in Toys R Us is not supposed to be a cyrillic letter:

> https://de.wikipedia.org/w/index.php?title=Toys_%E2%80%9CR%E...

It is highly likely that quite some people in particular in East Germany considered the Я to be the Ya letter since they learned Russian in school.

But this is not the only confusion: As a child when I was learning English in school, the first association that the "Toys [a]R[e] Us" brand awaked was "wrong grammar". Don't the native speakers of English who came up with this brand name know the grammar of their mother tongue?! No wonder that the German Wikipedia article about Toys R Us also explains this point.