So far as modern figures are concerned, he is Philippe Pétain, not Philip Pétain.
But a French king from the Middle Ages would be known as, say, Philip VI.
Thomas Aquinas, not Tommaso d'Aquino. Etc, etc.
Why the discrepancy?
Why does English-language historiography anglicize the names of European medieval people, or to be more specific, of West Europeans (the Poles, Russians, etc. keep their native names, even though many of them have English equivalents, e.g. Henryk = Henry, Ivan = John, etc)?
hi! there's always room for more input on this, particularly regarding the evolution of specific people's name, but FYI, there was a similar question the other day with a link to a post in /r/linguistics which may give a partial answer