Translating names could make things funny. If you just make a translation and not think about the history of the city. We do it sometimes for fun:
Some swedish cities translated without taking concern about the meaning - more like google translate.. Like the city Here-sneezed-duck for example.

I know some like to translate from english to swedish but as most of us are rather good at speaking english it sounds weird. Most just go with the english names. We haven't had anything officially translated anyway. Anyway if you wanted to translate to swedish the game would sound like you would play a viking game and not a fantasy game.