Why do we say King Leonidas of Sparta, King Attila, King Shaka, Emperor Hirohito, Emperor Moctezuma and even Jesus King of the Jews (though I understand this last one was used derogatively) but with some specific cultures we preserve the term in the original language (Shah of persia, Khan of Mongolia, Kaiser of Germany, Pharaoh of Egypt?
While more can be said of the other terms you've raised, the question of Why "Pharoah" exists in English has been asked and answered previously by /u/gnorrn.