I see. It's fashion. We have the same tendency now.
The problem is that you must know how to pronounce name (for example, English Charles or French Charles).
So people read and pronounce names as they want.
Courau is good example
In Italy we have quite the same trend as in Spain; translated name for some royals and non translated names for others.
I've always known Queen Elizabeth as Regina Elisabetta, and all the BRF so: Charles-Carlo, Andrew-Andrea, ect. the only names left out from the translation were William (it would be Guglielmo) and Harry. Now media use Kate for the Duchess of Cambridge.
They never translated the names of the Spanish Royal Family, but they did with the others (when it was possible). I don't know why they had and still have different use of the names...