To a large extent, this is simply a matter of localized versions of the same name. For example, the Spanish name "Jesus" (which, it should be noted, is pronounced more akin to "HAY-soos") is equivalent to the English "Joshua"--"Jesus" itself is a Latinization of a Hellenization of the Hebrew name that the historical Jesus was actually called by (and Joshua is itself an Anglicization of that same name). It's essentially the same reason that English speakers (for the most part) don't name their children "Ivan" or "Juan" or "Jean" or "Giovanni" - there's an equivalent English form, "John," that is much more common.