In the exact same way that people say "Yuri Gagarin" instead of Ю́рий Гага́рин.
I work with several Polish people who intentionally anglicise their names due to the phonetics being awkward / not existing in English (E.g. Tomasz Vs Thomas).The same with German and Chinese people - it's either for convenience or a best approximation.
It's absolutely not the same way, because Юрий is in different writing system. There's widely accepted tradition that names originally written with Latin letters are preserved as is in other languages using Latin letters (with exception of diacritical parts). Which makes a lot of sense, actually, because you at least know that's the same person/place whether it's in Hungarian, or French. And you can't enforce proper pronunciation anyway.
I work with several Polish people who intentionally anglicise their names due to the phonetics being awkward / not existing in English (E.g. Tomasz Vs Thomas).The same with German and Chinese people - it's either for convenience or a best approximation.