First, the statement that we do not translate the names of leaders is wrong. Over the centuries the names of kings and others have been put in the forms used for those names in whatever particular language was being used. For example, a king named Carlos I in Spanish has often been called Charles I in English and Karl I in German. What is done with the names of American presidents is therefore neither here nor there. Anyway, how can the questioner be so sure that the English forms of their names are retained in all other languages?
Second, there are good reasons for changing name forms in various languages. Often, people using other languages cannot pronounce names as they are in the original languages in which they have been given. Frequently, there are sounds that are common in one language that do not exist in other languages. Many languages do not have the two TH sounds that exist in English, for example, and English speakers often have a heck of a time pronouncing a French U, a German umlauted U or a Spanish RR.
Third, I do think Greg Stafford has made a good case to show that in fact the form Yahweh was not the original pronunciation of the divine name, and since we cannot tell exactly how it was pronounced, various forms are okay. Because the name does have significance, probably meaning that God is active in relation to humans, for scholars, whether Christians or Jews, the name is important. Thus, while Watchtower arguments often lack rationallity, in this case I think they are right.
It is quite true that the name Jesus is not an accurate transliteration. Neither is the name James, which is Jacob in Hebrew and Greek but appears in modern languages in many forms. The case of the name Jesus is interesting. It simply couldn't have been transliterated from Aramaic or Hebrew into Greek. Why? Because Greek did not and does not have a letter H except as what is called a rough brething sign that is placed over a vowel or R at the beginning of a word. So when the Greeks had a name in a foreign language that they wanted to put in Greek, they substituted the letter S for the H in the original unless the H was the first letter in the name.
