For a long time in history, the "reading elite" were multilingual.

Take, for example, the famous Dutch Patriot Joan Derk van der Capellen tot den Pol (The unofficial leader of a loose group of Dutch reformists, intellectuals and revolutionaries - the Patriotten between 1775 to ca. 1810). He read and wrote English, French, German and Dutch. This was not unique to his "internationally" oriented class (technically, "international" would be the wrong term, since what we now consider nations had not yet come into existence).

Deep into the 19th century, and I daresay until somewhere in the 20th century, "Western" intellectuals were likely to speak/write the three main languages (German, English and French) at a high level.

Note that Russian - and every other language based on the arabic or cyrillic alphabet - is not included. These works, therefore, had to be translated in order to be intelligible.

Another reason as to why some works, or individual concepts, are kept in the original language is because they discuss nuances which do not exist in any other language. Take Nietzsche's concept of the übermensch. A literal, though simplistic, translation would be "Superman". But that would flatten a lot of the nuances of the word über.

Mein Kampf is one of those titles which is hard to translate. The usual translation of 'My Struggle' does not fully succeed in capturing the nuance of the German word. 'Fight' would be a more literal translation. Although the English language does not have a word that captures the precise meaning of the word. In those cases, it might be best to just keep the original word/title.

And, finally, some works are just iconic.