This only happens with spanish as far as I'm aware. People don't say "veroveraar" to refer to the dutch conquerors of Indonesia, no one says "Eroberung" to refer to the Nazi conquest of France, and in general english speakers don't use words from other languages to refer to the history of those places... Except with spanish, and only with things regarding the word "conquest". I have never found anyone saying "rey" instead of "king" when talking about the king of Spain for example

I find this extremely weird and a little bit annoying to be honest, and I would like to understand how and when this came to be