Five Centres

Something that's been troubling me lately is this. When a city is called Firenze, why do we call it Florence? The same goes for Helsingborg (Helsinki), Roma (Rome) and others. Why did we feel we had to have an English version of these names? The same goes for other countries too. Why do the French call London 'Londres'? Can anyone explain this to me? I must be missing something very obvious.

It's like having an Italian friend called Gianni who you insist on calling John. I don't understand it.

And while we're at it, why do we never see tangerines anymore. There's the clementine, the satsuma and the mandarin, but tell me the last time you saw the tangerine.