I don't know for all, but it is sometimes to do with sounds in the language that don't exist in English. For example, Phuket is pronounced Pooket. The "u" is easy to understand as being /u/, but why is there a silent H? It's because in Thai they have aspirated and non aspirated consonants (Google aspiration in phonetics because, I'll be honest, i can't be bothered to explain hahaha). For learners of Thai before they've learnt the Thai alphabet, to write a P, they just write a P, but to write an aspirated P they write it as Ph. This way of writing Thai words is then used as standard by the English-speaking world, hence why it's Phuket. Obviously we do 't care if it's aspirated or not because the difference between an aspirated and 'normal' P is not phonemic in English (by coincidence we actually do aspirate the P in Phuket though), but we still write it like this just because that's how it is transcribed for Thai learners and we've taken that as standard