I don't know that the premise of your question is quite accurate, as the Roman styling of "Caesar" lives on. Just ask the current drug czar. Another Roman styling "imperator" lives on as "emperor", which word I suspect most people know. As is "priceps" (now "prince") and "dictator". Even the Eastern/Greek styling of "autokrator" lives on as "autocrat".

The Ottoman Sultan would also be surprised to learn he was not an emperor, as we would have also styled himself as "Kaysar-i Rum" or "Caesar (Emperor) of Rome".

But indeed most terms for an emperor get translated when entering English contexts. There's not a lot of rhyme or reason why some foreign words may survive intact in translation, but it tends to happen with high levels of exposure to that word, usually through close cultural contact.

Pharaoh in particular has the advantage of a prominent placement in the Bible, which provides quite a lot of exposure. The Hebrew text contains the word pharaoh, which was retained when being translated into Greek. Greek already had the word available due to Herodotus, who seems to have transliterated it from the Egyptian of the day; though one cannot know the reason behind a particular ancient translator's choices, perhaps that helped in preserving the term rather than being translated into "king". Translators into Latin and English also chose to retain "pharaoh", and so it's a word we know today.

It's somewhat possible that pharaoh may have been introduced during the Egyptomania of the 1800s, but that's a counterfactual that's impossible to prove. It could just as easily have been translated to "king". Though certainly that period of exposure to Ancient Egypt helped cement it in the popular vocabulary.