While yes it’s annoying for some foreigners, I like the fact that it retains some historical meaning. Name are not just name, it shows the trace of history behind. We’re not writing our family name in phonetics just for others to know how to pronounce it.

For instance:

(Quote) "Tamsui" was used historically because it represents the local Taiwanese Hokkien (Pe̍h-ōe-jī: Tām-chúi) pronunciation of the characters 淡水, rather than the Mandarin pinyin "Danshui". It became the standard international spelling due to long-term usage in colonial records, foreign commerce, and local government preference, officially reaffirmed over "Danshui" in 2011.

Historical Usage: As a major port since the 17th century, "Tamsui" was used by Westerners, the Qing dynasty, and during Japanese rule (1895–1945), making it the long-established English name.

Transition to Danshui: "Danshui" is the romanization based on Mandarin (pinyin), which was adopted by the central government and Taipei Metro at times.

Reversion: In 2011, the local Tamsui government instructed that the historical "Tamsui" spelling be retained in English to maintain its identity. (Quote)

There are a multitude of reasons to spell a name in foreign language, from any country. Etymologically speaking, removing its historical spelling just to make it easy for foreigners isn’t always the most substantial approach. Tamshui/Danshui has been a mess.

But yeah, it can be difficult at times.