Outside of 4kids and some other isolated examples, anime companies are generally pretty good about keeping names the same (or very close to the same) when bringing series over to America. They know that it irritates many purist anime fans, so they try to keep things the same.
Even though there are also purist video game fans, there are also a ton of casual fans who don't know or don't care about name changes, especially true since video games became mainstream. So if game companies don't get a lot of complaints from gamers, there's not as big of an incentive to keep the names the same when bringing them over from Japan.
EDIT: And also, unlike anime, not all games come from Japan anyway, so in most of those cases, name changes are pretty much a non-issue.
"You have the right to remain silent. But then again, you have the right to spill your guts and really blow it for yourself!"- Goofy, after arresting Pete and Peg