Kind of off-topic, is it just me or is this really inconsistently applied?
Like we have Kyiv (pronounced "keev") instead of Kiev because that's the Ukrainian way... but the country itself is still pronounced (in English-speaking media anyway) as "you crane" instead of "Ooh-krah-ee-nah " which is much more how the natives would say it.
I can think of probably a dozen examples where the quote-unquote "colonial" name is still in widespread, respected use even though the "native" form would be fairly trivial to use or start using.