They aren’t. They are anglicized. If you look at a ln English-language list of tsars, almost all of them are presented in an Anglicized version. There is Nicholas (Nikolai) and Catherine (Yekaterina) and Paul (Pavel) and Michael (Mikhail) even Aleksandr is spelled Alexander. The exceptions are Ivan and Boris. They don’t have direct English names. Ivan isn’t the direct Russian version of John. That Russian version of John (the one used to describe the apostle) is Iоанн/Иоанн (Yuoann, not unlike the Spanish version Juan). It originated from John, but is so different that it is it’s own name and, like Boris, lacks a simple English version.

Piggyback question: Why do even need to Anglicize the names of the Russian monarchs instead of just writing down the original Russian (but in Latin, obviously not in Cyrillic)? When has this started, like what we also do with other European monarchs?