Because his name wasn't Jesus either. Jesus was most likely called ישוע‎ (Yeshua.) Which is commonly read to mean 'God saves'

Through a game of transliteration telephone, this name ended up being rendered Ἰησοῦς (Iesous) in Greek which ended up being Iesus in the Latin translation of the Greek new testament.

Eventually we started writing it as Jesus.

Through a similar process, the same name ended up becoming Isa in Arabic, and thus the Quran. I'm not sure what the specific path there is, however.