This less a question of history and more a question of etymology: you are asking why Earth is called that in English as opposed to the other planets which, in English are named after Roman Gods. For all I know they're also named after the Roman Gods even in Japanese, but that's not important: what's important is that fundamentally, what things are called is dependent on the language you speak, not just historical facts.

Earth is a word which comes from English's Germanic ancestors, via Middle and Old English. In the past it, like the Roman Terra was a personification or deity of sorts, but Middle English eorþe already meant the planet earth, especially when translating the Latin word Terra, and we have the recognition of the earth as a planet, that is, not simply as some flat plane beneath our feet:

Ase an Appel þe eorþe is round.

(From the ripping yarn, the Early South English Legendary. If you are not used to reading Middle or Old English, the "þ" character sounds like "th")

So this word is very old - older than the Latin influence on the English language. And because talking about the earth, in the sense of the ground, is a very everyday thing, it is difficult for this word to be displaced by loanwords. On the other hand, the planets and other bits of SCIENCE were discussed in Latin all over Europe, and tended not to be discussed by the common man who didn't care so much about why some lights in the night sky moved from night to night and some didn't.

This, I think, already answers the question. But there's something else that I've hinted at that also bears making explicit: we today recognise that the Earth and the other planets are different kinds of the same thing, but to a human observer this is not in the least bit apparent: they look totally different. Since the names of the Earth and (some of the) planets have been cooking in our languages since before anybody realised that (even though the earth looks like a flat surface with grass and soil and trees and people, and Venus looks like a tiny speck of light) they're actually the same kind of thing, we should not expect their names to reflect their similar nature but rather perhaps their different appearances. And this is borne out at least in terms of the etymological history.

Because the Earth was a totally different creature, in the ancient mind.

Today we accept pretty naturally that our world is a planet, essentially a similar category of object to Mars, Mercury, and Venus. But to the ancient mind? Planets were so tremendously different that they really had no relation to the mudball we live on.

While I could pull up a dictionary to show that the etymology of the word "planet" is from the Greek for "wandering star," that doesn't exactly explain why the ancients thought planets and Earth were different kinds of things.

In the Dream of Scipio, an ancient Roman text on Philosophy written by Cicero, we can get some more concrete meaning behind the idea of "planet." This text centers around a fictional account of a dream belonging to the Roman general Scipio Aemilianus. In this dream, set two years before his destruction of Carthage in the Third Punic War, Scipio is taken up into heaven by his grandfather Scipio Africanus. Africanus tells Scipio:

While I stared fixedly at the earth, Africanus angrily rebuked me. "How long do you intend to keep staring at that world of yours? Look up, look at the blessed region you've entered. Look, the universe is held together by nine concentric spheres; the outermost sphere is heaven itself and embraces and includes all the other spheres. This is the Supreme God, enveloping and comprehending everything in existence, all the fixed and rotating stars. Contained within this outermost sphere are eight other spheres. Seven of these spheres contain the planets, one planet in each sphere, which all move contrary to the movement of heaven."

Cicero is describing the view of astronomy proposed by Ptolemy of Alexandria, that the Earth sits stationary at the center of the universe, surrounded by concentric spheres which contain the celestial bodies. There are nine spheres in total, with the last one being Earth. The highest sphere contains the "fixed and rotating stars," which are the things that we think of now when we think of stars. Between this outer sphere and the sphere of earth were seven other spheres which "contain the planets."

The sphere neighboring the outermost sphere is occupied by the planet named after Saturn. Below Saturn shines Jupiter, a planet which brings good fortune and health. Then comes Mars, blood-red and evil to men on earth. Next, the Sun, prince, lord and king of all other worlds, the mind, the guiding principle of the entire universe, so enormous that everything in every corner of the universe is pervaded by its light. Attending the Sun are Venus and Mercury, and the lowest sphere of all contains the Moon, which derives its light from the Sun. Everything is eternal above the Moon; everything beneath it is [mortal] and transient, except for human souls, a gift from the gods to humanity. Below the Moon lies the earth, the ninth and lowest of the spheres, at the very center of the universe. Fixed in place, the earth does not move. [Emphasis mine]

What's important here is that, first, Cicero is including the Sun and the Moon in his definition of planets. This was common in antiquity,^1 but the fact that the Sun is considered basically the same class of object as the Moon demonstrates that what the ancient world considered a "planet" is nothing at all like our modern understanding. Second, Cicero explicitly calls out the Earth as being different from the celestial bodies because it is mortal, fixed in place, and a place where things are temporary, which is not at all like the heavenly spheres.

So, try not to think of it as Earth being the only "planet" not named after a Roman god, because the Romans would have not agreed with you that the Earth was a planet to begin with. As for why the Earth didn't get renamed after the definition of planet changed to include it, I honestly have no idea. However, not to be pedantic, even with modern definitions of planet it's not the only planet in our solar system not named for a Roman god: Uranus is a Greek name.

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1. Some dispute whether the ancients considered the Sun or Moon planets. While Cicero lumps them together with the rest as "planets," it seems he also sees them as being kind of special. But we're going with what he explicitly says, which is that the spheres between Heaven and Earth contain "the planets," so the Sun and Moon are planets.

Hi there boys and girls!

We've just had to remove four responses which are variations on "Earth is also known as Terra."

This may be true, as we all learned from Warhammer 40K geography class, but it's also not up to our standards on /r/AskHistorians. We'd ask that responses here go into depth on their topic, which in this case means actually talking about the naming conventions / histories of the various planets.

Thanks for your understanding! :)