E.g. Tartarus instead of Tartaros, Daedalus instead of Daidalos, Cerberus instead of Kerberos, Cassandra instead of Kassandra… There are a lot of these names that are more widely used in their Romanized forms. Yet if we talk about mythological names instead the Greek names are more widely used (althrough this was different over 200 years ago)
As medieval and renaissance scholars regained interest in the pagan past, they wrote about it in latin. That’s why we still largely use the latinized names.
These scholars used latin partly because it was the lingua franca of their elite audience, but also that way the only people who could read it would have had a proper church education. And thus less likely to be lead from the path of righteousness by these pagans and all their wicked thinkin’.
This practice of using latin for religiously risque material continues well into the modern period, where the sexy parts of native american myths were marked by an abrupt shift into latin. I believe the first scientific account of penguin necrophilia was written in latin as well.