Why are foreign city names changed from the original spelling to an American spelling.

By "American spelling" I am going to assume you mean "English spelling." I have an atlas that lists national capitals, and other prominent cities, in official language of the country first, with English second. I'm grateful that I can say "Warsaw", without having to try "Warszawa" It seems to me that translating, or at least transliterating, place names into one's own language makes sense, as
otherwise we would all be forced to struggle with hundreds of different languages. Try "Jerusalem" in Hebrew, or Arabic, and Bangkok in Thai. For that matter matter try "Whanganui a Tara" and see if you don't prefer "Wellington." Even in languages that I do have some familiarity with, like German, it still seems easier, and less pretentious, to say "Nuremberg" rather than "Nürnberg", or "Munich" rather than "München." I'm reasonably sure that all languages would do the same. It would be interesting to hear "Washington DC" in Basque for example.