Do you speak Gaelic?

This is something I don't understand, living as I do in Wales. Stornoway, say, is the name of the place? If that is the name then for a Gaelic person the name should be "Stornoway" (or I'd accept a transliteration) and not something that is pronounced differently, no?

When I speak to a Russian I don't change my name to Па́вел, it's my name. I can understand to some extent people in another country applying a different name, or applying a different pronounciation of the same word (eg Paris), but I don't understand why you'd translate a name.

/rant