edit This question remains unanswered.

For example, we don't refer to Tatanka Iyotake by his name, but by a rough translation of it 'Sitting Bull'.

We don't call Leonards 'Lionheart', no one translates Samuel into 'God is listening', and we don't listen to music by Sacred Rock (Craig David).

Similarly, Arabic, Chinese, Japanese names, we don't translate, but leave in their native language.

Any time there is a translation, it feels like a very deliberate, often politically charged move, the only example coming to my mind at this point is Battenberg to Mountbatten, with the obvious connotations of English royalty desiring a fully English name (Though Batten is still left untranslated. I'm unsure but I think it means 'Helpful', they didn't go all the way and become the Mounthelpful family).

So, why Sitting Bull instead of Tatanka Iyotake? Why Crazy Horse instead of Tasunke Witko? Why Little Turtle instead of Mihsihkinaahkwa? When a Japanese name, I would leave as, Eg, Okada Kazuchika, and not translate as Peaceful Reality of the Rice Paddy Ridge. You can't say the American names simply look strange and alien because that's true of any name of any naming convention that you aren't a part of. Bojana is a girl's name most people aren't familiar with, but you wouldn't translate it, and besides, you wouldn't translate Rebecca, though I am just as ignorant of the meaning of Rebecca as I am of Bojana. I wouldn't translate either, the idea of doing so would be very strange, but we all do this with Native American names. Why?

I would assume the answer may be as simple as a lack of family names, but mononymity isn't unique to American cultures I don't think? Besides I've never seen anyone refer to the famous Greek philosopher Best Purpose, who was a student of Broad Shoulders (Aristotle and Plato).

edit I have a followup question in a similar vein here. Instead of why DO we translate this specific convention, why do we NOT translate Pharoah into English, like we do with almost all other regal titles?