Yup. Because it had been pronounced that way from the get go. It wasn't a town that the British renamed - they literally built the town. There was no "local" name prior to the British.
I'm surprised it hasn't been renamed. So many places on the subcontinent have as part of a decolonisation process.
I believe most/all of the renamed ones were renamed to a prior name. Here, the city didn't exist.
That doesn't matter, plenty of places like that have been renamed. You either rename it after what the area was called previously or come up with a completely new name.