I think we must differ geographical names from personal names. Countries and often also cities have different names in different languages. Whether in an English text Milano is called Milan, or Roma Rome, doesn't make a big difference. More difficult it may be in German where Milano is "Mailand", which nearly no Italian will understand. Some Germans surely know that "Köln" in English and French is "Cologne", but the Dutch "Keulen" is an absolute alien for them.

Personal names normally are not translated, they are given to a person and documented in registers and papers. Immigrants sometimes change their names to integrate easier into their new environment, but either this is done officially or commonly accepted and used. Also internationally operating persons sometimes voluntary adapt a more international name. The Italian race driver and journalist Conte Giovanni Lurani Cernuschi is better known as Johnny Lurani, because this was more comfortable than watching Anglosaxons breaking their tongue when trying to pronounce "Giovanni". Finally even his Italian compatriots used the "Johnny", and he was pleased with it.

Ettore Bugatti never changed his name to German or later French, neither officially and also not internally. He was born as Ettore, and died as Ettore.