This is a good question, it has a lot to do with Anglophone writing conventions and very little to do with Columbus, or Cristoforo Colombo.

The short answer is that there were a lot of foriegn names and places that were Anglicized in the medieval/early modern period in English historical writing. In general, words that were hard to pronounce or used with sufficient frequency tended to be Anglicized.

So that is why in English we use Cologne not Koln or Seville not Sevilla. We use Christopher Columbus not Cristoforo Colombo. In English we tend to use Hernan Cortes, rather than how he wrote it Fernando Cortes. (F and H could be interchangeable in many 16th c. spellings).

In popular writing I don't expect much break from existing Anglicizations, but increasingly you will find that scholars will tend toward using the original form (either as found in the documents or rendered according to contemporary norms).