https://tr.wikipedia.org/wiki/Pekin Turkish still uses the old term. Why should I change my language to suit them if they won't do it for others.
So here's your why: because they asked you to and you are better at it than they are. If you need smug superiority, you could use that too, I guess.
People change their names and nick names all the time. I don't go and check every value of theirs before I use their new name. It's really not that complicated.