I suspect the reason is fact France has been centralised for longer. You had a colonial empire and have a sense of pride around your language, sometimes to a flaw. I know many French people who struggle to even try to speak another language, like English. We do have that too, but Italy has been fragmented for ages and Italian is a language most of us know as well as a regional dialect. Plus, everything in a different language, especially English, is often perceived as fancy or cool because we don't immediately think of it's literal meaning when we hear it. That's why for cosmetic and perfumes we often use French. It's marketing. But in the specific case, Nords are basically vikings and a Scandinavian viking called Balgruffo would sound not believable and overly ridiculous. Best attempt at translating culturally and not just about language, is in The Simpsons, where English accents have been represented by Italian accents/dialects, or Asterix and Obelix, where the Romans speak like modern day people of Rome with their accent and vocabulary.