More can always be said on this or pretty much any other topic, but there was an interesting answer to a similar question by /u/muskwatch answering Why do we sometimes translate the names of Native American historical figures (Sitting Bull) and sometimes not (Tecumseh)?, which might help to answer the question. Hope that helps!

Can I expand this question to ask why we know Aztec figures like Cuauhtemoc and Moctezuma from the names rendered through their native languages, but we very frequently refer to similarly famous Mayan figures like Lady Six Sky and Smoking Squirrel with these oddly literal English translations of their names from the Mayan languages?