Examples:
Deutchland - Germany, Allemagne, Doitsu
Nederland - Niederland, Pays-Bas, Netherlands
Zhōngguó - China,
Nippon - Japan, Iapana
Munchen - Munich, Monaco
I can go on, but this phenomenon of prescribing the English word for a proper noun is very recent, and disrespectful of the long, native English (and very much world-wide) culture.
English is not common property any more than Persian is.
So, no: its Kiev [ and Ayers Rock :) ] when speaking English- that's if other people's cultures matter.